+225.6%
FANG vs GAP
+8.7%
+216.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | +2.9% | -4.1% | +7.0% | +3.4% |
| 30D | +2.6% | +6.2% | -3.6% | +1.5% |
| 3M | +7.6% | -0.7% | +8.3% | +7.2% |
| 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% | +50.4% |
| 3Y | +50.0% | +115.4% | -65.4% | +23.0% |
| All | +225.6% | +8.7% | +216.8% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling