+35.8%
GFS vs GAP
+1.5%
+34.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +1.0% | -4.5% | +5.5% | +1.4% |
| 30D | -8.6% | +9.0% | -17.6% | -9.7% |
| 3M | -46.5% | +5.0% | -51.5% | -46.7% |
| 6M | -4.8% | -17.8% | +13.0% | -1.5% |
| YTD | +29.7% | -10.4% | +40.0% | +30.5% |
| 1Y | +35.8% | -3.4% | +39.2% | +26.5% |
| All | +35.8% | +1.5% | +34.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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