+27.9%
GAP vs BTG
+159.3%
-131.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | -4.1% | -3.8% | -0.3% | -4.0% |
| 30D | +6.2% | +3.6% | +2.6% | +6.0% |
| 3M | -0.7% | +32.0% | -32.7% | -1.9% |
| 6M | -7.1% | +3.4% | -10.5% | -7.6% |
| YTD | -14.1% | +20.8% | -34.9% | -15.2% |
| 1Y | -8.5% | +22.4% | -30.9% | -9.9% |
| 3Y | +115.4% | +91.7% | +23.6% | +107.8% |
| 5Y | +9.8% | +79.0% | -69.2% | +6.0% |
| All | +27.9% | +159.3% | -131.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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