+131.2%
FTV vs GAP
+44.3%
+86.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | -0.7% | -9.3% | +8.7% | +1.3% |
| 30D | +18.3% | -5.5% | +23.8% | +19.6% |
| 3M | +10.2% | +3.5% | +6.7% | +8.9% |
| 6M | +12.8% | +0.7% | +12.1% | +11.4% |
| YTD | +23.4% | -13.4% | +36.7% | +24.8% |
| 1Y | +31.4% | -7.7% | +39.1% | +31.0% |
| 3Y | +38.7% | +74.4% | -35.8% | +13.8% |
| 5Y | +18.6% | +5.3% | +13.3% | +2.2% |
| 10Y | +110.1% | +4.7% | +105.5% | +43.6% |
| All | +131.2% | +44.3% | +86.9% | +49.1% |
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