+755.5%
FN vs GAP
+2.4%
+753.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | +20.8% | -5.2% | +25.9% | +22.1% |
| 30D | -17.3% | -6.9% | -10.4% | -16.2% |
| 3M | -38.1% | +5.7% | -43.8% | -39.3% |
| 6M | -44.2% | +0.9% | -45.1% | -45.3% |
| YTD | -22.3% | -14.5% | -7.8% | -21.1% |
| 1Y | -20.9% | -12.1% | -8.8% | -20.3% |
| 3Y | +111.1% | +72.2% | +38.9% | +77.1% |
| 5Y | +191.8% | +4.5% | +187.3% | +154.9% |
| All | +755.5% | +2.4% | +753.1% | +555.4% |
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 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