-8.6%
GAP vs BBWI
-35.2%
+26.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.3% | +1.7% | -2.9% |
| 7D | -3.2% | -4.4% | +1.3% | -2.0% |
| 30D | -0.7% | -7.4% | +6.7% | +1.1% |
| 3M | -0.5% | -2.2% | +1.8% | -0.8% |
| 6M | -5.0% | -16.3% | +11.3% | -1.7% |
| YTD | -14.7% | -9.1% | -5.5% | -12.8% |
| 1Y | -8.6% | -34.5% | +25.9% | +8.0% |
| All | -8.6% | -35.2% | +26.6% | +8.0% |
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