+4,166.4%
FFIV vs GAP
-9.1%
+4,175.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -4.2% | -0.1% | -4.1% | -4.3% |
| 30D | -33.9% | -5.4% | -28.4% | -33.1% |
| 3M | -22.6% | +2.9% | -25.5% | -24.0% |
| 6M | -10.4% | -4.4% | -6.0% | -11.3% |
| YTD | +24.3% | -11.6% | +35.9% | +24.3% |
| 1Y | +31.8% | -6.0% | +37.8% | +29.3% |
| 3Y | +99.5% | +78.0% | +21.5% | +48.9% |
| 5Y | +40.7% | +8.5% | +32.3% | +12.0% |
| 10Y | +126.9% | +8.6% | +118.3% | +45.1% |
| All | +4,166.4% | -9.1% | +4,175.5% | +2,359.3% |
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