-74.9%
FRSH vs GAP
+11.1%
-86.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.3% |
| 7D | -9.6% | -3.2% | -6.4% | -8.8% |
| 30D | -0.4% | -0.7% | +0.3% | -0.6% |
| 3M | +27.2% | -0.5% | +27.7% | +26.7% |
| 6M | +42.2% | -5.0% | +47.2% | +41.2% |
| YTD | -2.6% | -14.7% | +12.1% | -0.8% |
| 1Y | -10.2% | -8.6% | -1.5% | -10.8% |
| 3Y | -45.5% | +108.4% | -153.9% | -63.0% |
| All | -74.9% | +11.1% | -86.0% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling