-22.1%
GFS vs GAP
+113.8%
-135.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.6% | +1.7% | +0.9% | +2.4% |
| 30D | -16.4% | +9.3% | -25.7% | -18.0% |
| 3M | -41.6% | +6.1% | -47.7% | -42.6% |
| 6M | -3.7% | -2.3% | -1.4% | -4.2% |
| YTD | +29.3% | -10.6% | +39.9% | +29.9% |
| 1Y | +37.1% | -4.4% | +41.6% | +35.4% |
| 3Y | -22.1% | +118.3% | -140.4% | -30.7% |
| All | -22.1% | +113.8% | -135.9% | -30.7% |
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