+1,443.7%
FANG vs GAP
-10.6%
+1,454.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.9% |
| 7D | +1.2% | -6.3% | +7.5% | +2.9% |
| 30D | +2.4% | -0.2% | +2.6% | +1.9% |
| 3M | +5.1% | 0.0% | +5.1% | +3.9% |
| 6M | +16.4% | -8.1% | +24.5% | +16.1% |
| YTD | +39.0% | -16.5% | +55.4% | +41.1% |
| 1Y | +50.6% | -10.5% | +61.1% | +48.6% |
| 3Y | +46.9% | +104.0% | -57.0% | +1.0% |
| 5Y | +238.2% | +6.8% | +231.5% | +163.4% |
| 10Y | +181.3% | +26.9% | +154.3% | +78.4% |
| All | +1,443.7% | -10.6% | +1,454.3% | +955.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling