-22.1%
FPS vs GAP
-21.0%
-1.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.5% | +12.5% | +15.8% |
| 7D | -8.0% | 0.0% | -8.0% | -7.6% |
| 30D | -43.5% | -4.3% | -39.2% | -43.1% |
| 3M | -41.6% | +9.4% | -51.0% | -41.9% |
| 6M | -44.0% | -3.3% | -40.7% | -45.0% |
| All | -22.1% | -21.0% | -1.1% | -15.7% |
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