+338.5%
GAP vs FDS
+9,502.8%
-9,164.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.6% |
| 7D | -4.5% | -1.9% | -2.6% | -3.9% |
| 30D | +9.0% | +9.0% | 0.0% | +5.8% |
| 3M | +5.0% | +18.9% | -13.9% | -1.8% |
| 6M | -17.8% | +35.1% | -52.9% | -27.5% |
| YTD | -10.4% | +5.5% | -15.9% | -14.8% |
| 1Y | -3.4% | -16.8% | +13.4% | -1.2% |
| 3Y | +111.5% | -28.1% | +139.5% | +125.4% |
| 5Y | +8.8% | -17.4% | +26.2% | +10.8% |
| 10Y | +32.9% | +85.4% | -52.5% | +3.5% |
| All | +338.5% | +9,502.8% | -9,164.3% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling