+7.6%
GAP vs BTG
+78.0%
-70.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -4.1% | -3.8% | -0.3% | -3.8% |
| 30D | +6.2% | +3.6% | +2.6% | +5.7% |
| 3M | -0.7% | +32.0% | -32.7% | -3.5% |
| 6M | -7.1% | +3.4% | -10.5% | -8.3% |
| YTD | -14.1% | +20.8% | -34.9% | -17.0% |
| 1Y | -8.5% | +22.4% | -30.9% | -12.3% |
| 3Y | +115.4% | +91.7% | +23.6% | +92.9% |
| All | +7.6% | +78.0% | -70.4% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling