-61.8%
FND vs GAP
+6.6%
-68.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | +1.0% |
| 7D | -0.8% | -3.2% | +2.4% | +0.4% |
| 30D | -19.6% | -0.7% | -18.9% | -19.7% |
| 3M | -4.3% | -0.5% | -3.9% | -4.7% |
| 6M | -20.4% | -5.0% | -15.5% | -19.9% |
| YTD | -21.9% | -14.7% | -7.2% | -18.6% |
| 1Y | -45.2% | -8.6% | -36.5% | -44.5% |
| 3Y | -49.2% | +108.4% | -157.6% | -66.3% |
| 5Y | -61.8% | +5.8% | -67.6% | -74.1% |
| All | -61.8% | +6.6% | -68.4% | -74.1% |
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 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