-7.8%
GFS vs GAP
+18.4%
-26.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +17.2% | -5.2% | +22.4% | +18.6% |
| 30D | -8.7% | -6.9% | -1.8% | -7.4% |
| 3M | -19.7% | +5.7% | -25.4% | -21.6% |
| 6M | -40.7% | +0.9% | -41.6% | -42.1% |
| YTD | +22.5% | -14.5% | +37.0% | +23.7% |
| 1Y | +25.2% | -12.1% | +37.3% | +25.1% |
| 3Y | -17.7% | +72.2% | -89.8% | -38.7% |
| 5Y | -23.5% | +4.5% | -28.1% | -47.8% |
| All | -7.8% | +18.4% | -26.2% | -36.7% |
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 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