+123.4%
FE vs GAP
+1.5%
+121.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.2% | -1.9% | +3.1% | +1.4% |
| 30D | +4.5% | -7.1% | +11.6% | +5.1% |
| 3M | +1.3% | +4.1% | -2.8% | +0.8% |
| 6M | +8.7% | +1.9% | +6.7% | +7.9% |
| YTD | +9.2% | -15.2% | +24.4% | +9.7% |
| 1Y | +7.0% | -10.6% | +17.6% | +6.9% |
| 3Y | +51.4% | +74.6% | -23.2% | +36.8% |
| 5Y | +47.7% | +3.7% | +44.0% | +37.0% |
| All | +123.4% | +1.5% | +121.9% | +73.3% |
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