+7.1%
GAP vs BUD
+48.8%
-41.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.4% |
| 7D | -3.8% | +4.5% | -8.2% | -5.9% |
| 30D | -9.0% | +12.5% | -21.5% | -14.4% |
| 3M | +5.5% | 0.0% | +5.5% | +5.2% |
| 6M | -11.1% | +3.8% | -14.9% | -13.0% |
| YTD | -13.6% | +33.1% | -46.6% | -25.9% |
| 1Y | -2.9% | +35.5% | -38.4% | -17.5% |
| 3Y | +69.6% | +49.4% | +20.2% | +31.2% |
| All | +7.1% | +48.8% | -41.7% | -20.1% |
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