+74.6%
GAP vs BUD
+49.6%
+25.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.2% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -7.1% | +6.7% | -13.7% | -9.2% |
| 3M | +4.1% | +5.7% | -1.6% | +2.0% |
| 6M | +1.9% | +5.8% | -3.9% | -0.1% |
| YTD | -15.2% | +34.4% | -49.6% | -23.1% |
| 1Y | -10.6% | +33.3% | -43.9% | -18.8% |
| 3Y | +74.6% | +48.8% | +25.8% | +48.9% |
| All | +74.6% | +49.6% | +25.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling