-8.5%
GAP vs BG
+53.0%
-61.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.0% |
| 7D | -4.1% | +3.1% | -7.2% | -4.3% |
| 30D | +6.2% | +10.2% | -4.0% | +5.5% |
| 3M | -0.7% | -1.7% | +1.0% | -1.0% |
| 6M | -7.1% | +1.0% | -8.1% | -8.1% |
| YTD | -14.1% | +39.9% | -54.0% | -22.4% |
| 1Y | -8.5% | +53.2% | -61.7% | -16.3% |
| All | -8.5% | +53.0% | -61.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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