+2,198.6%
GAP vs BBWI
+1,165.5%
+1,033.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.5% |
| 7D | 0.0% | -6.2% | +6.2% | +3.6% |
| 30D | -4.3% | +25.5% | -29.8% | -15.3% |
| 3M | +9.4% | +8.0% | +1.4% | +3.4% |
| 6M | -3.3% | +12.7% | -16.0% | -12.1% |
| YTD | -10.5% | +11.6% | -22.2% | -20.6% |
| 1Y | -2.4% | -0.9% | -1.5% | -10.9% |
| 3Y | +80.1% | -22.7% | +102.8% | +76.1% |
| 5Y | +6.5% | -67.2% | +73.6% | +57.5% |
| 10Y | +14.6% | -43.7% | +58.3% | +5.2% |
| All | +2,198.6% | +1,165.5% | +1,033.1% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling