-16.4%
GFS vs GAP
+19.7%
-36.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.1% | +10.4% | +7.2% |
| 7D | -7.8% | -3.8% | -4.1% | -7.1% |
| 30D | -19.7% | -9.0% | -10.6% | -18.0% |
| 3M | -23.1% | +5.5% | -28.6% | -25.1% |
| 6M | -46.4% | -11.1% | -35.3% | -45.9% |
| YTD | +11.0% | -13.6% | +24.6% | +11.8% |
| 1Y | +12.6% | -2.9% | +15.5% | +9.5% |
| 3Y | -24.9% | +69.6% | -94.6% | -43.7% |
| 5Y | -39.1% | +5.4% | -44.4% | -58.5% |
| All | -16.4% | +19.7% | -36.2% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling