-6.0%
GAP vs BBWI
-2.2%
-3.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.1% | -4.2% | +4.2% | +1.2% |
| 30D | -5.4% | +24.9% | -30.3% | -10.4% |
| 3M | +2.9% | +13.2% | -10.3% | -0.6% |
| 6M | -4.4% | +12.1% | -16.5% | -8.4% |
| YTD | -11.6% | +11.1% | -22.7% | -13.6% |
| 1Y | -6.0% | +0.7% | -6.8% | -7.8% |
| All | -6.0% | -2.2% | -3.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling