+3,689.8%
FN vs GAP
+81.9%
+3,607.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.3% |
| YTD | -10.5% | -10.4% | -0.1% | -9.9% |
| 1Y | +12.5% | -3.4% | +15.9% | +10.8% |
| 3Y | +153.8% | +111.5% | +42.3% | +95.9% |
| 5Y | +288.0% | +8.8% | +279.2% | +230.3% |
| 10Y | +906.4% | +32.9% | +873.5% | +582.2% |
| All | +3,689.8% | +81.9% | +3,607.9% | +1,682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling