+195.1%
FN vs GAP
+7.5%
+187.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.5% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -28.3% | -5.4% | -22.9% | -27.5% |
| 3M | -33.9% | +2.9% | -36.8% | -34.9% |
| 6M | -43.9% | -4.4% | -39.5% | -44.4% |
| YTD | -23.4% | -11.6% | -11.9% | -22.7% |
| 1Y | -25.4% | -6.0% | -19.4% | -26.0% |
| 3Y | +107.9% | +78.0% | +29.9% | +71.1% |
| 5Y | +195.1% | +8.5% | +186.6% | +130.5% |
| All | +195.1% | +7.5% | +187.6% | +130.5% |
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