+74.6%
GAP vs FGI
-16.0%
+90.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -25.2% | +24.3% | -0.7% |
| 7D | -1.9% | -14.4% | +12.5% | -1.9% |
| 30D | -7.1% | -11.8% | +4.7% | -7.0% |
| 3M | +4.1% | -46.2% | +50.3% | +4.3% |
| 6M | +1.9% | +5.2% | -3.3% | +1.4% |
| YTD | -15.2% | +10.5% | -25.7% | -15.8% |
| 1Y | -10.6% | +25.5% | -36.1% | -10.8% |
| 3Y | +74.6% | -16.0% | +90.6% | +86.3% |
| All | +74.6% | -16.0% | +90.6% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling