-1.1%
GAP vs BBWI
-47.4%
+46.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -7.1% | +12.9% | -19.9% | -13.1% |
| 3M | +4.1% | +16.0% | -11.9% | -5.2% |
| 6M | +1.9% | +16.6% | -14.7% | -9.4% |
| YTD | -15.2% | +9.7% | -24.9% | -24.3% |
| 1Y | -10.6% | +1.5% | -12.1% | -19.7% |
| 3Y | +74.6% | -21.4% | +95.9% | +68.2% |
| 5Y | +3.7% | -67.6% | +71.2% | +58.3% |
| All | -1.1% | -47.4% | +46.3% | -16.1% |
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