+47.2%
GAP vs BG
+1,131.5%
-1,084.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -4.5% | +2.8% | -7.3% | -5.4% |
| 30D | +9.0% | +12.0% | -3.0% | +5.1% |
| 3M | +5.0% | -7.7% | +12.7% | +7.1% |
| 6M | -17.8% | +4.5% | -22.3% | -20.1% |
| YTD | -10.4% | +35.7% | -46.1% | -20.2% |
| 1Y | -3.4% | +50.1% | -53.5% | -17.1% |
| 3Y | +111.5% | +12.6% | +98.9% | +96.1% |
| 5Y | +8.8% | +75.4% | -66.6% | -14.4% |
| 10Y | +32.9% | +150.5% | -117.6% | -9.3% |
| All | +47.2% | +1,131.5% | -1,084.3% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling