+872.9%
GAP vs BWA
+3,492.4%
-2,619.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.7% |
| 7D | -4.5% | +5.7% | -10.1% | -6.8% |
| 30D | +9.0% | +1.4% | +7.6% | +7.9% |
| 3M | +5.0% | -12.1% | +17.1% | +10.0% |
| 6M | -17.8% | +28.6% | -46.4% | -27.8% |
| YTD | -10.4% | +51.1% | -61.5% | -28.4% |
| 1Y | -3.4% | +55.9% | -59.3% | -23.9% |
| 3Y | +111.5% | +70.1% | +41.3% | +58.2% |
| 5Y | +8.8% | +90.7% | -81.9% | -22.1% |
| 10Y | +32.9% | +154.0% | -121.1% | -15.2% |
| All | +872.9% | +3,492.4% | -2,619.5% | +150.7% |
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