-4.4%
GAP vs BUD
+35.5%
-39.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.8% |
| 3M | +6.1% | +1.4% | +4.7% | +5.4% |
| 6M | -2.3% | +9.9% | -12.1% | -5.3% |
| YTD | -10.6% | +26.3% | -36.9% | -21.7% |
| 1Y | -4.4% | +36.1% | -40.6% | -17.7% |
| All | -4.4% | +35.5% | -39.9% | -17.7% |
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