+118.3%
GAP vs BB
+68.2%
+50.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +9.3% | -12.4% | +21.7% | +11.1% |
| 3M | +6.1% | -15.3% | +21.4% | +6.5% |
| 6M | -2.3% | +128.8% | -131.1% | -20.8% |
| YTD | -10.6% | +107.7% | -118.2% | -26.1% |
| 1Y | -4.4% | +103.9% | -108.3% | -21.6% |
| 3Y | +118.3% | +72.6% | +45.7% | +65.5% |
| All | +118.3% | +68.2% | +50.1% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling