-2.3%
FERG vs GAP
+1.5%
-3.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | 0.0% | -4.5% | +4.4% | +1.0% |
| 30D | -10.2% | +9.0% | -19.2% | -12.2% |
| 3M | -0.6% | +5.0% | -5.6% | -2.0% |
| 6M | -6.5% | -17.8% | +11.3% | -3.3% |
| YTD | +4.2% | -10.4% | +14.6% | +5.5% |
| 1Y | -2.3% | -3.4% | +1.1% | -5.3% |
| All | -2.3% | +1.5% | -3.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling