+27.9%
GAP vs BR
+189.7%
-161.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | -4.1% | -3.0% | -1.1% | -2.2% |
| 30D | +6.2% | -0.3% | +6.5% | +6.1% |
| 3M | -0.7% | +17.3% | -18.0% | -11.3% |
| 6M | -7.1% | -6.7% | -0.4% | -4.7% |
| YTD | -14.1% | -23.4% | +9.4% | +0.2% |
| 1Y | -8.5% | -32.7% | +24.2% | +17.1% |
| 3Y | +115.4% | -5.9% | +121.3% | +110.6% |
| 5Y | +9.8% | +8.4% | +1.4% | -5.2% |
| All | +27.9% | +189.7% | -161.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling