+579.4%
FE vs GAP
+149.0%
+430.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -0.4% | -9.3% | +9.0% | +0.5% |
| 30D | +3.6% | -5.5% | +9.1% | +4.1% |
| 3M | +0.3% | +3.5% | -3.2% | -0.3% |
| 6M | +6.4% | +0.7% | +5.7% | +5.7% |
| YTD | +8.1% | -13.4% | +21.5% | +8.5% |
| 1Y | +4.6% | -7.7% | +12.3% | +4.1% |
| 3Y | +49.1% | +74.4% | -25.3% | +33.7% |
| 5Y | +46.1% | +5.3% | +40.8% | +34.0% |
| 10Y | +122.7% | +4.7% | +118.1% | +86.2% |
| All | +579.4% | +149.0% | +430.4% | +354.9% |
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