-3.4%
GAP vs BB
+105.3%
-108.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | -5.6% | +1.2% | -4.5% |
| 30D | +9.0% | -11.8% | +20.8% | +9.2% |
| 3M | +5.0% | -25.5% | +30.5% | +5.5% |
| 6M | -17.8% | +121.3% | -139.1% | -30.0% |
| YTD | -10.4% | +103.2% | -113.6% | -23.7% |
| 1Y | -3.4% | +102.6% | -106.0% | -14.3% |
| All | -3.4% | +105.3% | -108.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling