+115.7%
GAP vs FDS
-27.9%
+143.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.1% |
| 7D | -4.5% | -1.9% | -2.6% | -4.2% |
| 30D | +9.0% | +9.0% | 0.0% | +7.4% |
| 3M | +5.0% | +18.9% | -13.9% | +1.7% |
| 6M | -17.8% | +35.1% | -52.9% | -22.7% |
| YTD | -10.4% | +5.5% | -15.9% | -9.8% |
| 1Y | -3.4% | -16.8% | +13.4% | +4.2% |
| All | +115.7% | -27.9% | +143.6% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling