-13.0%
GAP vs USFR
+28.6%
-41.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -5.5% | +0.4% | -5.9% | -5.9% |
| 3M | +3.5% | +1.1% | +2.4% | +2.3% |
| 6M | +0.7% | +2.1% | -1.4% | -1.4% |
| YTD | -13.4% | +3.4% | -16.8% | -16.3% |
| 1Y | -7.7% | +4.1% | -11.7% | -11.4% |
| 3Y | +74.4% | +14.4% | +60.0% | +51.8% |
| 5Y | +5.3% | +21.4% | -16.1% | -13.9% |
| 10Y | +4.7% | +28.5% | -23.9% | -17.4% |
| All | -13.0% | +28.6% | -41.6% | -31.2% |
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