+47.1%
GAP vs FGI
-70.6%
+117.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -4.1% |
| 7D | -3.8% | -7.0% | +3.2% | -3.7% |
| 30D | -9.0% | -4.2% | -4.8% | -9.0% |
| 3M | +5.5% | +55.6% | -50.1% | +4.3% |
| 6M | -11.1% | -3.2% | -7.9% | -11.8% |
| YTD | -13.6% | +29.1% | -42.7% | -14.8% |
| 1Y | -2.9% | +51.0% | -53.8% | -4.1% |
| 3Y | +69.6% | +1.5% | +68.1% | +69.8% |
| All | +47.1% | -70.6% | +117.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling