+160.3%
FN vs GAP
+114.4%
+45.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -1.7% | -4.5% | +2.8% | -0.6% |
| 30D | -22.0% | +9.0% | -31.0% | -24.2% |
| 3M | -43.0% | +5.0% | -48.0% | -44.3% |
| 6M | -27.7% | -17.8% | -9.9% | -24.8% |
| YTD | -10.5% | -10.4% | -0.1% | -9.5% |
| 1Y | +12.5% | -3.4% | +15.9% | +11.0% |
| All | +160.3% | +114.4% | +45.9% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling