+29.4%
FFIV vs GAP
-12.4%
+41.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.7% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | -32.4% | -7.1% | -25.3% | -32.2% |
| 3M | -25.7% | +4.1% | -29.8% | -25.8% |
| 6M | -13.5% | +1.9% | -15.4% | -14.0% |
| YTD | +21.1% | -15.2% | +36.3% | +22.0% |
| 1Y | +29.4% | -10.6% | +40.0% | +27.6% |
| All | +29.4% | -12.4% | +41.8% | +27.6% |
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 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