-3.9%
GAP vs BB
+329.7%
-333.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.7% |
| 7D | 0.0% | +15.0% | -14.9% | -1.9% |
| 30D | -4.3% | +3.5% | -7.8% | -5.1% |
| 3M | +9.4% | +2.7% | +6.7% | +8.1% |
| 6M | -3.3% | +44.7% | -48.0% | -10.6% |
| YTD | -10.5% | +143.3% | -153.8% | -23.5% |
| 1Y | -2.4% | +102.2% | -104.6% | -14.6% |
| 3Y | +80.1% | +156.1% | -76.0% | +47.4% |
| 5Y | +6.5% | -17.6% | +24.1% | -0.7% |
| 10Y | +14.6% | +29.0% | -14.4% | -11.4% |
| All | -3.9% | +329.7% | -333.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling