+6.8%
GAP vs BB
+28.0%
-21.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.1% | +11.6% | -11.7% | -2.1% |
| 30D | -5.4% | +2.6% | -8.0% | -6.3% |
| 3M | +2.9% | +3.5% | -0.6% | +1.1% |
| 6M | -4.4% | +43.5% | -47.9% | -14.4% |
| YTD | -11.6% | +141.2% | -152.7% | -29.2% |
| 1Y | -6.0% | +97.4% | -103.4% | -22.0% |
| 3Y | +78.0% | +151.1% | -73.1% | +33.5% |
| 5Y | +8.5% | -12.8% | +21.3% | -4.9% |
| All | +6.8% | +28.0% | -21.2% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling