-20.1%
GFS vs GAP
+70.6%
-90.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +7.4% | -1.9% | +9.3% | +7.7% |
| 30D | -15.3% | -7.1% | -8.2% | -14.4% |
| 3M | -21.1% | +4.1% | -25.2% | -22.2% |
| 6M | -44.5% | +1.9% | -46.4% | -45.4% |
| YTD | +19.2% | -15.2% | +34.4% | +20.5% |
| 1Y | +27.2% | -10.6% | +37.9% | +26.9% |
| 3Y | -20.1% | +74.6% | -94.7% | -24.5% |
| All | -20.1% | +70.6% | -90.7% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling