+9.8%
GAP vs BUD
+46.3%
-36.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.5% | +0.3% | -4.7% | -4.6% |
| 30D | +9.0% | -5.7% | +14.7% | +12.4% |
| 3M | +5.0% | +3.1% | +1.9% | +3.3% |
| 6M | -17.8% | +7.9% | -25.7% | -21.1% |
| YTD | -10.4% | +27.3% | -37.7% | -21.4% |
| 1Y | -3.4% | +37.8% | -41.2% | -18.8% |
| 3Y | +111.5% | +49.8% | +61.6% | +61.3% |
| All | +9.8% | +46.3% | -36.5% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling