+120.9%
FE vs GAP
+12.0%
+108.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.6% |
| 30D | +4.3% | -5.4% | +9.7% | +4.7% |
| 3M | +0.4% | +2.9% | -2.5% | -0.1% |
| 6M | +6.9% | -4.4% | +11.4% | +6.8% |
| YTD | +8.0% | -11.6% | +19.6% | +8.1% |
| 1Y | +4.8% | -6.0% | +10.9% | +4.3% |
| 3Y | +49.0% | +78.0% | -29.0% | +34.4% |
| 5Y | +46.2% | +8.5% | +37.7% | +35.1% |
| 10Y | +120.9% | +8.6% | +112.3% | +70.6% |
| All | +120.9% | +12.0% | +108.9% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling