-8.5%
GAP vs BR
-31.7%
+23.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | -4.1% | -3.0% | -1.1% | -3.9% |
| 30D | +6.2% | -0.3% | +6.5% | +6.3% |
| 3M | -0.7% | +17.3% | -18.0% | -1.2% |
| 6M | -7.1% | -6.7% | -0.4% | -7.7% |
| YTD | -14.1% | -23.4% | +9.4% | -8.9% |
| 1Y | -8.5% | -32.7% | +24.2% | -2.0% |
| All | -8.5% | -31.7% | +23.2% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling