+9.2%
GAP vs BWA
+17.4%
-8.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.5% | +10.5% | +8.4% |
| 7D | +8.0% | -9.9% | +17.8% | +9.7% |
| 30D | +2.7% | -16.4% | +19.0% | +5.8% |
| 3M | +16.0% | -19.8% | +35.9% | +20.1% |
| 6M | +2.0% | -10.0% | +12.0% | +2.4% |
| YTD | -4.4% | +12.7% | -17.2% | -17.6% |
| 1Y | +9.2% | +15.7% | -6.5% | -7.7% |
| All | +9.2% | +17.4% | -8.2% | -7.7% |
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