-8.6%
GAP vs BBAI
-70.8%
+62.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | -4.5% | -4.3% | -0.2% | -4.4% |
| 30D | +9.0% | -3.6% | +12.7% | +9.1% |
| 3M | +5.0% | -38.8% | +43.8% | +6.4% |
| 6M | -17.8% | -23.8% | +5.9% | -17.5% |
| YTD | -10.4% | -45.9% | +35.5% | -9.2% |
| 1Y | -3.4% | -40.8% | +37.4% | -2.8% |
| 3Y | +111.5% | +69.8% | +41.7% | +97.2% |
| 5Y | +8.8% | -70.3% | +79.1% | +13.5% |
| All | -8.6% | -70.8% | +62.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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