-13.4%
FND vs GAP
+10.4%
-23.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.0% | +2.9% | +7.2% |
| 7D | +12.3% | +8.0% | +4.4% | +8.7% |
| 30D | +14.7% | +2.7% | +12.1% | +13.3% |
| 3M | -12.0% | +16.0% | -28.0% | -18.4% |
| 6M | +10.8% | +2.0% | +8.7% | +7.2% |
| YTD | -12.3% | -4.4% | -7.9% | -14.1% |
| 1Y | -13.4% | +9.2% | -22.6% | -23.1% |
| All | -13.4% | +10.4% | -23.8% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling