+29.6%
GAP vs BBWI
-58.2%
+87.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.3% | +1.7% | -1.2% |
| 7D | -3.2% | -4.4% | +1.3% | -0.9% |
| 30D | -0.7% | -7.4% | +6.7% | +2.9% |
| 3M | -0.5% | -2.2% | +1.8% | -1.3% |
| 6M | -5.0% | -16.3% | +11.3% | -0.5% |
| YTD | -14.7% | -9.1% | -5.5% | -15.0% |
| 1Y | -8.6% | -34.5% | +25.9% | +5.2% |
| 3Y | +108.4% | -47.0% | +155.3% | +151.0% |
| 5Y | +5.8% | -68.8% | +74.6% | +65.9% |
| 10Y | +29.6% | -57.4% | +87.0% | +23.8% |
| All | +29.6% | -58.2% | +87.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling