+4,079.4%
FFIV vs GAP
-11.1%
+4,090.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.8% |
| 7D | -8.1% | -3.8% | -4.4% | -7.3% |
| 30D | -33.4% | -9.0% | -24.4% | -31.9% |
| 3M | -24.7% | +5.5% | -30.2% | -26.6% |
| 6M | -8.8% | -11.1% | +2.2% | -8.0% |
| YTD | +21.8% | -13.6% | +35.3% | +22.5% |
| 1Y | +25.3% | -2.9% | +28.1% | +21.7% |
| 3Y | +101.2% | +69.6% | +31.5% | +52.1% |
| 5Y | +40.2% | +5.4% | +34.8% | +12.5% |
| 10Y | +129.0% | +17.8% | +111.2% | +41.7% |
| All | +4,079.4% | -11.1% | +4,090.5% | +2,323.4% |
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