+12.2%
GAP vs BB
-27.1%
+39.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +9.3% | -12.4% | +21.7% | +12.1% |
| 3M | +6.1% | -15.3% | +21.4% | +7.0% |
| 6M | -2.3% | +128.8% | -131.1% | -26.2% |
| YTD | -10.6% | +107.7% | -118.2% | -30.7% |
| 1Y | -4.4% | +103.9% | -108.3% | -26.6% |
| 3Y | +118.3% | +72.6% | +45.7% | +62.9% |
| 5Y | +12.2% | -24.3% | +36.5% | +0.2% |
| All | +12.2% | -27.1% | +39.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling