+125.4%
FFIV vs GAP
+3.7%
+121.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -2.9% | -9.3% | +6.4% | -1.4% |
| 30D | -32.4% | -5.5% | -26.9% | -31.9% |
| 3M | -22.7% | +3.5% | -26.2% | -23.6% |
| 6M | -10.7% | +0.7% | -11.4% | -11.9% |
| YTD | +25.4% | -13.4% | +38.7% | +26.0% |
| 1Y | +34.2% | -7.7% | +41.8% | +33.2% |
| 3Y | +101.2% | +74.4% | +26.8% | +69.1% |
| 5Y | +42.0% | +5.3% | +36.6% | +24.0% |
| All | +125.4% | +3.7% | +121.7% | +73.5% |
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