-10.0%
GAP vs USFR
+27.5%
-37.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | +0.1% | -4.5% | -4.5% |
| 30D | +9.0% | +0.3% | +8.7% | +8.7% |
| 3M | +5.0% | +1.0% | +4.0% | +3.9% |
| 6M | -17.8% | +1.9% | -19.8% | -19.4% |
| YTD | -10.4% | +2.6% | -13.0% | -12.8% |
| 1Y | -3.4% | +4.0% | -7.4% | -7.3% |
| 3Y | +111.5% | +14.1% | +97.4% | +84.6% |
| 5Y | +8.8% | +20.4% | -11.6% | -10.2% |
| 10Y | +32.9% | +28.0% | +4.9% | +5.7% |
| All | -10.0% | +27.5% | -37.5% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling