+576.2%
FE vs GAP
+157.5%
+418.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +1.9% | -4.5% | +6.4% | +2.4% |
| 30D | -1.2% | +9.0% | -10.2% | -2.1% |
| 3M | +3.5% | +5.0% | -1.5% | +2.8% |
| 6M | -6.1% | -17.8% | +11.8% | -4.9% |
| YTD | +7.6% | -10.4% | +18.0% | +7.8% |
| 1Y | +11.9% | -3.4% | +15.3% | +10.9% |
| 3Y | +48.4% | +111.5% | -63.0% | +30.3% |
| 5Y | +44.8% | +8.8% | +36.0% | +32.3% |
| 10Y | +115.9% | +32.9% | +83.0% | +75.6% |
| All | +576.2% | +157.5% | +418.7% | +352.0% |
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