+105.9%
GAP vs BR
+1,481.8%
-1,375.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | -1.9% | +1.1% | -3.0% | -2.5% |
| 30D | -7.1% | +14.4% | -21.4% | -13.6% |
| 3M | +4.1% | +12.4% | -8.3% | -2.8% |
| 6M | +1.9% | +35.4% | -33.5% | -14.9% |
| YTD | -15.2% | -12.2% | -3.0% | -11.4% |
| 1Y | -10.6% | -12.7% | +2.1% | -6.3% |
| 3Y | +74.6% | +14.3% | +60.3% | +55.5% |
| 5Y | +3.7% | +19.3% | -15.6% | -10.0% |
| 10Y | +2.4% | +278.1% | -275.7% | -50.0% |
| All | +105.9% | +1,481.8% | -1,375.9% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling