-4.9%
GAP vs FGI
+45.3%
-50.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -4.3% | -3.2% | -1.1% | -4.3% |
| 3M | +9.4% | +64.1% | -54.7% | +5.6% |
| 6M | -3.3% | +17.2% | -20.5% | -5.7% |
| YTD | -10.5% | +31.6% | -42.1% | -16.7% |
| All | -4.9% | +45.3% | -50.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling