+33.7%
GAP vs BUD
-23.5%
+57.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.2% |
| 7D | +1.7% | +0.8% | +1.0% | +1.3% |
| 30D | +9.3% | -4.8% | +14.1% | +12.7% |
| 3M | +6.1% | +1.4% | +4.7% | +5.1% |
| 6M | -2.3% | +9.9% | -12.1% | -8.2% |
| YTD | -10.6% | +26.3% | -36.9% | -23.2% |
| 1Y | -4.4% | +36.1% | -40.6% | -21.8% |
| 3Y | +118.3% | +48.6% | +69.7% | +61.7% |
| 5Y | +12.2% | +45.0% | -32.8% | -16.8% |
| 10Y | +33.7% | -23.1% | +56.8% | +5.5% |
| All | +33.7% | -23.5% | +57.3% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling