+12.3%
FN vs GAP
-3.2%
+15.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +3.5% | +1.7% | +1.8% | +3.2% |
| 30D | -26.0% | +9.3% | -35.3% | -27.7% |
| 3M | -33.3% | +6.1% | -39.3% | -34.3% |
| 6M | -14.9% | -2.3% | -12.6% | -14.5% |
| YTD | -8.6% | -10.6% | +2.0% | -5.7% |
| 1Y | +12.3% | -4.4% | +16.8% | +7.4% |
| All | +12.3% | -3.2% | +15.5% | +7.4% |
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