+119.1%
FN vs GAP
+78.9%
+40.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.4% | +11.0% |
| 7D | +16.3% | 0.0% | +16.2% | +16.2% |
| 30D | -24.7% | -4.3% | -20.4% | -24.0% |
| 3M | -34.9% | +9.4% | -44.3% | -37.1% |
| 6M | -41.1% | -3.3% | -37.8% | -41.7% |
| YTD | -19.6% | -10.5% | -9.1% | -18.9% |
| 1Y | -18.5% | -2.4% | -16.1% | -19.9% |
| 3Y | +119.1% | +80.1% | +39.0% | +96.3% |
| All | +119.1% | +78.9% | +40.2% | +96.3% |
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