+118.3%
GAP vs USFR
+14.0%
+104.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.1% |
| 7D | +1.7% | +0.1% | +1.7% | +1.9% |
| 30D | +9.3% | +0.3% | +9.0% | +10.3% |
| 3M | +6.1% | +1.0% | +5.1% | +9.5% |
| 6M | -2.3% | +1.9% | -4.2% | +3.8% |
| YTD | -10.6% | +2.7% | -13.2% | -3.7% |
| 1Y | -4.4% | +4.0% | -8.5% | +4.5% |
| 3Y | +118.3% | +14.0% | +104.3% | +308.8% |
| All | +118.3% | +14.0% | +104.3% | +308.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling