-25.7%
FN vs GAP
+10.4%
-36.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.0% | -14.0% | -7.0% |
| 7D | -7.0% | +8.0% | -14.9% | -8.0% |
| 30D | -24.7% | +2.7% | -27.4% | -24.9% |
| 3M | -35.7% | +16.0% | -51.7% | -37.5% |
| 6M | -52.4% | +2.0% | -54.4% | -52.1% |
| YTD | -25.0% | -4.4% | -20.5% | -23.4% |
| 1Y | -25.7% | +9.2% | -34.9% | -30.4% |
| All | -25.7% | +10.4% | -36.1% | -30.4% |
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 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