-4.9%
GAP vs BUD
+37.1%
-42.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +2.9% |
| 7D | 0.0% | +1.3% | -1.3% | -0.6% |
| 30D | -4.3% | +10.0% | -14.3% | -8.5% |
| 3M | +9.4% | +1.6% | +7.8% | +8.6% |
| 6M | -3.3% | +6.5% | -9.8% | -6.0% |
| YTD | -10.5% | +34.8% | -45.4% | -27.6% |
| All | -4.9% | +37.1% | -42.0% | -23.0% |
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