-7.7%
GAP vs USFR
+4.1%
-11.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -9.3% | +0.1% | -9.4% | -8.8% |
| 30D | -5.5% | +0.4% | -5.9% | -3.5% |
| 3M | +3.5% | +1.1% | +2.4% | +14.4% |
| 6M | +0.7% | +2.1% | -1.4% | +44.6% |
| YTD | -13.4% | +3.4% | -16.8% | +86.5% |
| 1Y | -7.7% | +4.1% | -11.7% | +122.9% |
| All | -7.7% | +4.1% | -11.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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