+5.8%
GAP vs USFR
+20.4%
-14.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -0.7% | +0.3% | -1.0% | -0.6% |
| 3M | -0.5% | +1.0% | -1.5% | +0.1% |
| 6M | -5.0% | +1.9% | -6.9% | -4.2% |
| YTD | -14.7% | +2.7% | -17.3% | -14.2% |
| 1Y | -8.6% | +4.0% | -12.6% | -8.9% |
| 3Y | +108.4% | +14.0% | +94.3% | +121.3% |
| 5Y | +5.8% | +20.4% | -14.6% | +6.1% |
| All | +5.8% | +20.4% | -14.6% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling