+7.6%
GAP vs BRKR
-39.7%
+47.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -4.1% | -8.7% | +4.6% | -1.6% |
| 30D | +6.2% | -9.9% | +16.1% | +9.0% |
| 3M | -0.7% | -3.1% | +2.4% | -2.2% |
| 6M | -7.1% | +45.5% | -52.6% | -22.0% |
| YTD | -14.1% | +13.7% | -27.8% | -21.9% |
| 1Y | -8.5% | +67.4% | -75.9% | -28.0% |
| 3Y | +115.4% | -13.2% | +128.6% | +100.0% |
| All | +7.6% | -39.7% | +47.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling