-25.4%
FN vs GAP
-5.7%
-19.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.6% |
| 7D | -4.1% | -0.1% | -4.0% | -3.9% |
| 30D | -28.3% | -5.4% | -22.9% | -27.6% |
| 3M | -33.9% | +2.9% | -36.8% | -34.1% |
| 6M | -43.9% | -4.4% | -39.5% | -43.1% |
| YTD | -23.4% | -11.6% | -11.9% | -20.3% |
| 1Y | -25.4% | -6.0% | -19.4% | -23.6% |
| All | -25.4% | -5.7% | -19.7% | -23.6% |
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