+127.3%
GAP vs BTG
+378.0%
-250.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.1% |
| 7D | +1.7% | +4.8% | -3.1% | +1.6% |
| 30D | +9.3% | +8.3% | +1.0% | +9.1% |
| 3M | +6.1% | +32.3% | -26.2% | +5.2% |
| 6M | -2.3% | +3.0% | -5.2% | -2.6% |
| YTD | -10.6% | +21.9% | -32.5% | -11.4% |
| 1Y | -4.4% | +28.2% | -32.6% | -5.6% |
| 3Y | +118.3% | +99.9% | +18.4% | +112.5% |
| 5Y | +12.2% | +73.6% | -61.4% | +9.2% |
| 10Y | +33.7% | +136.5% | -102.8% | +29.2% |
| All | +127.3% | +378.0% | -250.7% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling