+75.9%
FTV vs GAP
+27.6%
+48.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -5.2% | -6.3% | +1.1% | -4.0% |
| 30D | -11.5% | -0.2% | -11.3% | -11.7% |
| 3M | -9.0% | 0.0% | -9.1% | -9.5% |
| 6M | -2.0% | -8.1% | +6.1% | -1.5% |
| YTD | -0.9% | -16.5% | +15.5% | +1.2% |
| 1Y | +14.8% | -10.5% | +25.3% | +15.0% |
| 3Y | -5.5% | +104.0% | -109.5% | -25.4% |
| 5Y | -1.9% | +6.8% | -8.6% | -15.8% |
| All | +75.9% | +27.6% | +48.4% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling