+29.6%
GAP vs BWA
+142.7%
-113.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -3.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -0.7% | -5.6% | +4.9% | +2.5% |
| 3M | -0.5% | -10.7% | +10.2% | +5.7% |
| 6M | -5.0% | +23.2% | -28.2% | -20.3% |
| YTD | -14.7% | +46.0% | -60.7% | -39.0% |
| 1Y | -8.6% | +51.2% | -59.8% | -36.5% |
| 3Y | +108.4% | +69.6% | +38.8% | +28.7% |
| 5Y | +5.8% | +86.6% | -80.8% | -40.0% |
| 10Y | +29.6% | +152.3% | -122.7% | -45.9% |
| All | +29.6% | +142.7% | -113.1% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling