+826.4%
FN vs GAP
+20.3%
+806.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.4% | +11.1% |
| 7D | +16.3% | 0.0% | +16.2% | +16.1% |
| 30D | -24.7% | -4.3% | -20.4% | -24.2% |
| 3M | -34.9% | +9.4% | -44.3% | -36.8% |
| 6M | -41.1% | -3.3% | -37.8% | -41.7% |
| YTD | -19.6% | -10.5% | -9.1% | -19.2% |
| 1Y | -18.5% | -2.4% | -16.1% | -19.8% |
| 3Y | +119.1% | +80.1% | +39.0% | +82.0% |
| 5Y | +206.9% | +6.5% | +200.5% | +166.9% |
| 10Y | +826.4% | +14.6% | +811.8% | +606.7% |
| All | +826.4% | +20.3% | +806.1% | +606.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling