+242.8%
FFIV vs GAP
+28.3%
+214.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.4% | +4.6% |
| 7D | +3.5% | -3.2% | +6.6% | +3.9% |
| 30D | -1.3% | -0.7% | -0.6% | -1.6% |
| 3M | +2.4% | -0.5% | +2.9% | +1.9% |
| 6M | +41.8% | -5.0% | +46.8% | +41.2% |
| YTD | +58.5% | -14.7% | +73.2% | +60.1% |
| 1Y | +24.3% | -8.6% | +33.0% | +23.7% |
| 3Y | +152.0% | +108.4% | +43.7% | +105.4% |
| 5Y | +99.1% | +5.8% | +93.3% | +73.9% |
| 10Y | +242.8% | +29.6% | +213.1% | +164.2% |
| All | +242.8% | +28.3% | +214.5% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling