+33.7%
GAP vs FDS
+77.6%
-43.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.6% |
| 7D | +1.7% | -5.4% | +7.1% | +4.0% |
| 30D | +9.3% | +1.6% | +7.7% | +8.3% |
| 3M | +6.1% | +17.7% | -11.6% | -2.5% |
| 6M | -2.3% | +29.1% | -31.3% | -16.0% |
| YTD | -10.6% | +1.0% | -11.6% | -14.0% |
| 1Y | -4.4% | -21.6% | +17.2% | +3.8% |
| 3Y | +118.3% | -30.1% | +148.4% | +147.5% |
| 5Y | +12.2% | -20.7% | +32.9% | +17.6% |
| 10Y | +33.7% | +78.3% | -44.6% | -9.9% |
| All | +33.7% | +77.6% | -43.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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