-48.9%
FND vs GAP
+113.8%
-162.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +0.4% | +1.7% | -1.4% | -0.2% |
| 30D | -23.6% | +9.3% | -32.9% | -26.0% |
| 3M | +4.3% | +6.1% | -1.8% | +2.0% |
| 6M | -20.3% | -2.3% | -18.0% | -20.4% |
| YTD | -21.3% | -10.6% | -10.7% | -19.6% |
| 1Y | -45.4% | -4.4% | -40.9% | -45.4% |
| 3Y | -48.9% | +118.3% | -167.2% | -56.1% |
| All | -48.9% | +113.8% | -162.6% | -56.1% |
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 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