+46.4%
FBTC vs GAP
+8.1%
+38.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | -9.2% | -1.9% | -7.3% | -8.9% |
| 30D | -15.8% | -7.1% | -8.7% | -15.0% |
| 3M | +8.7% | +4.1% | +4.6% | +7.6% |
| 6M | -13.6% | +1.9% | -15.5% | -14.8% |
| YTD | -21.5% | -15.2% | -6.3% | -20.4% |
| 1Y | -29.9% | -10.6% | -19.3% | -29.8% |
| All | +46.4% | +8.1% | +38.4% | +42.8% |
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