-8.5%
GAP vs BTG
+25.2%
-33.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | -4.1% | -3.8% | -0.3% | -3.9% |
| 30D | +6.2% | +3.6% | +2.6% | +5.9% |
| 3M | -0.7% | +32.0% | -32.7% | -2.4% |
| 6M | -7.1% | +3.4% | -10.5% | -8.3% |
| YTD | -14.1% | +20.8% | -34.9% | -17.1% |
| 1Y | -8.5% | +22.4% | -30.9% | -17.2% |
| All | -8.5% | +25.2% | -33.7% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling