+109.4%
GAP vs BTG
+93.4%
+16.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -6.3% | -5.8% | -0.5% | -6.0% |
| 30D | -0.2% | +5.7% | -6.0% | -0.7% |
| 3M | 0.0% | +38.1% | -38.1% | -2.5% |
| 6M | -8.1% | +0.3% | -8.4% | -8.9% |
| YTD | -16.5% | +19.9% | -36.4% | -18.8% |
| 1Y | -10.5% | +24.6% | -35.1% | -13.9% |
| All | +109.4% | +93.4% | +16.0% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling