-58.7%
FIG vs GAP
-8.8%
-50.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.8% |
| 7D | -14.5% | -3.2% | -11.3% | -14.2% |
| 30D | -13.3% | -0.7% | -12.6% | -13.2% |
| 3M | +7.4% | -0.5% | +7.9% | +6.8% |
| 6M | -27.8% | -5.0% | -22.8% | -29.6% |
| YTD | -41.1% | -14.7% | -26.4% | -41.5% |
| 1Y | -58.7% | -8.6% | -50.1% | -60.3% |
| All | -58.7% | -8.8% | -50.0% | -60.3% |
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 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