+143.3%
FN vs GAP
+8.2%
+135.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.6% | -8.6% | -12.9% |
| 7D | -16.0% | -2.1% | -13.9% | -15.5% |
| 30D | -40.1% | -5.1% | -35.0% | -39.4% |
| 3M | -43.9% | +9.8% | -53.7% | -45.7% |
| 6M | -55.6% | -3.6% | -52.0% | -56.0% |
| YTD | -35.7% | -9.8% | -25.8% | -35.3% |
| 1Y | -39.8% | -1.5% | -38.4% | -41.0% |
| 3Y | +80.3% | +74.3% | +6.0% | +49.2% |
| 5Y | +143.3% | +9.9% | +133.3% | +89.2% |
| All | +143.3% | +8.2% | +135.1% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling