+83.6%
IYR vs GAP
+1.5%
+82.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +6.6% | -7.1% | +13.6% | +7.6% |
| 3M | -1.8% | +4.1% | -5.9% | -2.8% |
| 6M | +1.4% | +1.9% | -0.5% | +0.3% |
| YTD | +10.5% | -15.2% | +25.7% | +11.7% |
| 1Y | +10.6% | -10.6% | +21.3% | +10.7% |
| 3Y | +41.8% | +74.6% | -32.8% | +20.1% |
| 5Y | +6.0% | +3.7% | +2.4% | -6.4% |
| All | +83.6% | +1.5% | +82.1% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling