+93.9%
FTV vs GAP
+49.2%
+44.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -4.5% | -4.5% | 0.0% | -3.6% |
| 30D | -7.1% | +9.0% | -16.1% | -8.9% |
| 3M | -7.2% | +5.0% | -12.2% | -8.5% |
| 6M | -1.5% | -17.8% | +16.3% | +1.1% |
| YTD | +3.5% | -10.4% | +13.9% | +4.3% |
| 1Y | +20.3% | -3.4% | +23.7% | +18.8% |
| 3Y | -3.1% | +111.5% | -114.6% | -24.0% |
| 5Y | +2.3% | +8.8% | -6.5% | -12.4% |
| 10Y | +76.3% | +32.9% | +43.4% | +18.4% |
| All | +93.9% | +49.2% | +44.7% | +24.5% |
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