+9.2%
GAP vs BUD
+38.4%
-29.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +6.5% |
| 7D | +8.0% | +3.3% | +4.6% | +6.2% |
| 30D | +2.7% | +11.8% | -9.1% | -2.8% |
| 3M | +16.0% | -1.1% | +17.1% | +16.6% |
| 6M | +2.0% | +14.9% | -12.9% | -3.8% |
| YTD | -4.4% | +32.6% | -37.0% | -23.1% |
| 1Y | +9.2% | +37.2% | -28.0% | -15.0% |
| All | +9.2% | +38.4% | -29.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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