+6.5%
GAP vs BWA
+34.0%
-27.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +0.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -4.3% | -16.1% | +11.8% | +5.0% |
| 3M | +9.4% | -24.6% | +34.0% | +26.7% |
| 6M | -3.3% | -15.7% | +12.4% | +2.7% |
| YTD | -10.5% | +15.1% | -25.6% | -26.1% |
| 1Y | -2.4% | +15.9% | -18.2% | -19.8% |
| 3Y | +80.1% | +67.1% | +13.0% | +10.6% |
| 5Y | +6.5% | +34.7% | -28.3% | -26.7% |
| All | +6.5% | +34.0% | -27.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling