+2,159.9%
FTI vs GAP
+34.1%
+2,125.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +5.3% | -4.5% | +9.7% | +6.6% |
| 30D | +15.3% | +9.0% | +6.3% | +11.8% |
| 3M | +15.8% | +5.0% | +10.8% | +12.8% |
| 6M | +22.6% | -17.8% | +40.4% | +26.5% |
| YTD | +79.5% | -10.4% | +89.9% | +79.6% |
| 1Y | +102.0% | -3.4% | +105.4% | +96.0% |
| 3Y | +315.8% | +111.5% | +204.3% | +180.5% |
| 5Y | +1,129.5% | +8.8% | +1,120.7% | +846.8% |
| 10Y | +320.9% | +32.9% | +288.0% | +158.6% |
| All | +2,159.9% | +34.1% | +2,125.8% | +828.1% |
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 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