+1,348.4%
FERG vs GAP
+78.7%
+1,269.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | 0.0% | -4.5% | +4.4% | +0.4% |
| 30D | -10.2% | +9.0% | -19.2% | -11.0% |
| 3M | -0.6% | +5.0% | -5.6% | -1.2% |
| 6M | -6.5% | -17.8% | +11.3% | -5.2% |
| YTD | +4.2% | -10.4% | +14.6% | +4.7% |
| 1Y | -2.3% | -3.4% | +1.1% | -2.6% |
| 3Y | +48.5% | +111.5% | -63.0% | +36.0% |
| 5Y | +72.0% | +8.8% | +63.2% | +59.1% |
| 10Y | +369.9% | +32.9% | +337.0% | +318.9% |
| All | +1,348.4% | +78.7% | +1,269.7% | +1,150.6% |
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