+52.2%
GAP vs FGI
-69.8%
+122.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | +1.7% | +5.2% | -3.4% | +1.7% |
| 30D | +9.3% | +65.2% | -55.9% | +8.2% |
| 3M | +6.1% | +30.2% | -24.1% | +5.1% |
| 6M | -2.3% | +87.8% | -90.1% | -3.8% |
| YTD | -10.6% | +32.5% | -43.1% | -11.9% |
| 1Y | -4.4% | +93.6% | -98.0% | -5.2% |
| 3Y | +118.3% | -2.6% | +120.9% | +119.3% |
| All | +52.2% | -69.8% | +122.0% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling