+571.3%
FE vs GAP
+148.5%
+422.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.0% |
| 7D | -1.0% | -3.8% | +2.7% | -0.7% |
| 30D | +4.1% | -9.0% | +13.2% | +5.0% |
| 3M | -1.0% | +5.5% | -6.5% | -1.8% |
| 6M | +4.0% | -11.1% | +15.1% | +4.5% |
| YTD | +6.8% | -13.6% | +20.4% | +7.2% |
| 1Y | +5.3% | -2.9% | +8.1% | +4.3% |
| 3Y | +44.6% | +69.6% | -25.0% | +30.1% |
| 5Y | +44.2% | +5.4% | +38.8% | +32.2% |
| 10Y | +107.3% | +17.8% | +89.4% | +70.9% |
| All | +571.3% | +148.5% | +422.8% | +349.6% |
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 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