+6.5%
GAP vs FDS
-23.2%
+29.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | 0.0% | -5.0% | +5.0% | +1.6% |
| 30D | -4.3% | +13.8% | -18.1% | -7.9% |
| 3M | +9.4% | +14.8% | -5.4% | +4.4% |
| 6M | -3.3% | +47.4% | -50.7% | -16.6% |
| YTD | -10.5% | +14.2% | -24.7% | -14.6% |
| 1Y | -2.4% | +26.6% | -29.0% | -12.0% |
| 3Y | +80.1% | -24.4% | +104.5% | +107.5% |
| 5Y | +6.5% | -22.6% | +29.1% | +11.2% |
| All | +6.5% | -23.2% | +29.6% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling