+118.3%
GAP vs BWA
+72.9%
+45.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | +1.7% | +4.3% | -2.6% | -0.1% |
| 30D | +9.3% | -2.9% | +12.2% | +10.4% |
| 3M | +6.1% | -12.4% | +18.5% | +11.8% |
| 6M | -2.3% | +28.6% | -30.8% | -15.5% |
| YTD | -10.6% | +48.2% | -58.8% | -31.5% |
| 1Y | -4.4% | +50.9% | -55.4% | -27.8% |
| 3Y | +118.3% | +72.2% | +46.2% | +40.4% |
| All | +118.3% | +72.9% | +45.4% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling