+2,126.2%
GAP vs BBWI
+1,163.2%
+963.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -9.3% | -7.7% | -1.6% | -5.4% |
| 30D | -5.5% | +24.8% | -30.2% | -16.1% |
| 3M | +3.5% | +16.2% | -12.7% | -5.7% |
| 6M | +0.7% | +15.8% | -15.1% | -9.9% |
| YTD | -13.4% | +11.4% | -24.8% | -23.0% |
| 1Y | -7.7% | +3.2% | -10.9% | -17.5% |
| 3Y | +74.4% | -23.5% | +97.9% | +71.6% |
| 5Y | +5.3% | -67.4% | +72.7% | +56.4% |
| 10Y | +4.7% | -46.0% | +50.6% | -1.9% |
| All | +2,126.2% | +1,163.2% | +963.1% | +210.2% |
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