+50.0%
FANG vs GAP
+109.5%
-59.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | +2.9% | -4.1% | +7.0% | +3.3% |
| 30D | +2.6% | +6.2% | -3.6% | +1.8% |
| 3M | +7.6% | -0.7% | +8.3% | +7.4% |
| 6M | +17.3% | -7.1% | +24.4% | +17.2% |
| YTD | +38.7% | -14.1% | +52.7% | +39.5% |
| 1Y | +51.6% | -8.5% | +60.1% | +50.6% |
| 3Y | +50.0% | +115.4% | -65.4% | +34.2% |
| All | +50.0% | +109.5% | -59.5% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling