-75.0%
FRSH vs GAP
+11.8%
-86.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.5% |
| 7D | -6.6% | -4.1% | -2.5% | -5.7% |
| 30D | +2.1% | +6.2% | -4.1% | +0.3% |
| 3M | +29.0% | -0.7% | +29.6% | +28.5% |
| 6M | +48.6% | -7.1% | +55.7% | +48.5% |
| YTD | -2.9% | -14.1% | +11.1% | -1.4% |
| 1Y | -7.9% | -8.5% | +0.6% | -8.6% |
| 3Y | -46.5% | +115.4% | -161.9% | -64.1% |
| All | -75.0% | +11.8% | -86.8% | -84.6% |
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