+871.4%
GAP vs BWA
+2,636.0%
-1,764.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +1.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -4.3% | -16.1% | +11.8% | +3.0% |
| 3M | +9.4% | -24.6% | +34.0% | +22.8% |
| 6M | -3.3% | -15.7% | +12.4% | +2.0% |
| YTD | -10.5% | +15.1% | -25.6% | -19.8% |
| 1Y | -2.4% | +15.9% | -18.2% | -12.7% |
| 3Y | +80.1% | +67.1% | +13.0% | +36.3% |
| 5Y | +6.5% | +34.7% | -28.3% | -11.7% |
| 10Y | +14.6% | +99.5% | -84.9% | -18.8% |
| All | +871.4% | +2,636.0% | -1,764.7% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling