+64.0%
FBTC vs GAP
+6.5%
+57.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -5.8% | -6.3% | +0.5% | -5.0% |
| 30D | +21.4% | -0.2% | +21.7% | +21.1% |
| 3M | +24.5% | 0.0% | +24.4% | +23.9% |
| 6M | +9.9% | -8.1% | +18.0% | +10.1% |
| YTD | -12.0% | -16.5% | +4.4% | -10.6% |
| 1Y | -32.3% | -10.5% | -21.9% | -32.3% |
| All | +64.0% | +6.5% | +57.6% | +60.5% |
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