-3.4%
GAP vs BWA
+59.1%
-62.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | 0.0% |
| 7D | -4.5% | +5.7% | -10.1% | -5.4% |
| 30D | +9.0% | +1.4% | +7.6% | +8.6% |
| 3M | +5.0% | -12.1% | +17.1% | +7.7% |
| 6M | -17.8% | +28.6% | -46.4% | -23.0% |
| YTD | -10.4% | +51.1% | -61.5% | -25.9% |
| 1Y | -3.4% | +55.9% | -59.3% | -22.8% |
| All | -3.4% | +59.1% | -62.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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