+42.9%
FANG vs GAP
+1.5%
+41.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.8% | -4.5% | +5.3% | +0.5% |
| 30D | +7.6% | +9.0% | -1.4% | +8.2% |
| 3M | -1.3% | +5.0% | -6.3% | -0.6% |
| 6M | +14.7% | -17.8% | +32.5% | +16.4% |
| YTD | +34.8% | -10.4% | +45.2% | +36.2% |
| 1Y | +42.9% | -3.4% | +46.3% | +39.6% |
| All | +42.9% | +1.5% | +41.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling