+115.7%
GAP vs FGI
-4.4%
+120.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | +0.5% |
| 7D | -4.5% | +0.5% | -5.0% | -4.5% |
| 30D | +9.0% | +65.4% | -56.4% | +8.6% |
| 3M | +5.0% | +23.5% | -18.5% | +4.6% |
| 6M | -17.8% | +60.5% | -78.3% | -18.1% |
| YTD | -10.4% | +30.0% | -40.4% | -10.8% |
| 1Y | -3.4% | +82.1% | -85.4% | -1.3% |
| All | +115.7% | -4.4% | +120.1% | +119.7% |
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