-6.0%
GAP vs BUD
+38.6%
-44.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -0.1% | +6.0% | -6.1% | -2.7% |
| 30D | -5.4% | +11.3% | -16.7% | -10.1% |
| 3M | +2.9% | +3.6% | -0.7% | +1.3% |
| 6M | -4.4% | +7.7% | -12.1% | -7.6% |
| YTD | -11.6% | +36.4% | -47.9% | -28.8% |
| 1Y | -6.0% | +37.8% | -43.9% | -24.3% |
| All | -6.0% | +38.6% | -44.7% | -24.3% |
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