-3.7%
GAP vs BB
+258.8%
-262.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | -5.6% | +1.2% | -3.7% |
| 30D | +9.0% | -11.8% | +20.8% | +10.6% |
| 3M | +5.0% | -25.5% | +30.5% | +7.7% |
| 6M | -17.8% | +121.3% | -139.1% | -28.4% |
| YTD | -10.4% | +103.2% | -113.6% | -21.0% |
| 1Y | -3.4% | +102.6% | -106.0% | -15.4% |
| 3Y | +111.5% | +37.5% | +74.0% | +88.4% |
| 5Y | +8.8% | -30.4% | +39.3% | +4.2% |
| 10Y | +32.9% | 0.0% | +32.9% | +6.7% |
| All | -3.7% | +258.8% | -262.6% | -51.3% |
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 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