+828.5%
GAP vs BWA
+2,612.1%
-1,783.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -5.2% | +7.3% | -12.5% | -8.2% |
| 30D | -6.9% | -15.8% | +8.9% | 0.0% |
| 3M | +5.7% | -25.7% | +31.5% | +19.4% |
| 6M | +0.9% | -19.6% | +20.5% | +8.9% |
| YTD | -14.5% | +14.1% | -28.5% | -23.1% |
| 1Y | -12.1% | +12.2% | -24.3% | -20.3% |
| 3Y | +72.2% | +63.8% | +8.3% | +31.4% |
| 5Y | +4.5% | +28.7% | -24.2% | -11.5% |
| 10Y | +3.3% | +95.8% | -92.5% | -26.3% |
| All | +828.5% | +2,612.1% | -1,783.6% | +169.3% |
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