+7.6%
GAP vs BG
+81.8%
-74.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.3% |
| 7D | -4.1% | +3.1% | -7.2% | -5.0% |
| 30D | +6.2% | +10.2% | -4.0% | +3.2% |
| 3M | -0.7% | -1.7% | +1.0% | -0.7% |
| 6M | -7.1% | +1.0% | -8.1% | -8.4% |
| YTD | -14.1% | +39.9% | -54.0% | -24.3% |
| 1Y | -8.5% | +53.2% | -61.7% | -21.9% |
| 3Y | +115.4% | +16.3% | +99.1% | +97.4% |
| All | +7.6% | +81.8% | -74.2% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling