+1,107.3%
FTI vs GAP
+5.2%
+1,102.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | +0.3% |
| 7D | -2.3% | -3.2% | +0.8% | -1.8% |
| 30D | +5.0% | -0.7% | +5.7% | +4.8% |
| 3M | +13.8% | -0.5% | +14.3% | +13.3% |
| 6M | +22.9% | -5.0% | +27.9% | +22.3% |
| YTD | +75.0% | -14.7% | +89.7% | +76.8% |
| 1Y | +96.9% | -8.6% | +105.5% | +95.6% |
| 3Y | +276.7% | +108.4% | +168.4% | +199.5% |
| All | +1,107.3% | +5.2% | +1,102.1% | +928.9% |
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