+117.1%
GAP vs BR
+1,286.0%
-1,168.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +1.1% |
| 7D | +1.7% | -5.9% | +7.7% | +5.1% |
| 30D | +9.3% | +1.9% | +7.4% | +8.1% |
| 3M | +6.1% | +14.7% | -8.6% | -2.1% |
| 6M | -2.3% | -12.8% | +10.5% | +3.5% |
| YTD | -10.6% | -23.0% | +12.4% | +0.6% |
| 1Y | -4.4% | -31.7% | +27.2% | +15.0% |
| 3Y | +118.3% | -4.8% | +123.1% | +115.4% |
| 5Y | +12.2% | +7.8% | +4.4% | +2.9% |
| 10Y | +33.7% | +184.1% | -150.3% | -24.7% |
| All | +117.1% | +1,286.0% | -1,168.9% | -48.1% |
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