+1,526.4%
FERG vs GAP
+69.1%
+1,457.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | +9.7% | -1.9% | +11.7% | +10.0% |
| 30D | +15.0% | -7.1% | +22.1% | +15.9% |
| 3M | +3.8% | +4.1% | -0.3% | +3.2% |
| 6M | +10.6% | +1.9% | +8.7% | +10.0% |
| YTD | +17.0% | -15.2% | +32.2% | +18.2% |
| 1Y | +7.1% | -10.6% | +17.7% | +7.6% |
| 3Y | +67.7% | +74.6% | -6.8% | +56.3% |
| 5Y | +76.4% | +3.7% | +72.8% | +64.1% |
| 10Y | +424.2% | +2.4% | +421.8% | +375.1% |
| All | +1,526.4% | +69.1% | +1,457.2% | +1,311.4% |
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