+2,202.2%
GAP vs BBWI
+1,034.6%
+1,167.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -1.0% |
| 7D | -4.5% | +1.5% | -6.0% | -5.3% |
| 30D | +9.0% | -5.2% | +14.2% | +11.3% |
| 3M | +5.0% | +11.1% | -6.1% | -2.7% |
| 6M | -17.8% | -13.4% | -4.4% | -15.2% |
| YTD | -10.4% | +0.1% | -10.5% | -15.0% |
| 1Y | -3.4% | -36.1% | +32.7% | +11.9% |
| 3Y | +111.5% | -44.1% | +155.6% | +146.9% |
| 5Y | +8.8% | -66.2% | +75.1% | +60.3% |
| 10Y | +32.9% | -54.8% | +87.7% | +37.7% |
| All | +2,202.2% | +1,034.6% | +1,167.6% | +242.5% |
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