+66.9%
IYR vs GAP
+31.2%
+35.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -1.4% | -4.1% | +2.7% | -0.8% |
| 30D | -2.7% | +6.2% | -8.9% | -3.7% |
| 3M | -2.1% | -0.7% | -1.4% | -2.4% |
| 6M | +3.6% | -7.1% | +10.7% | +3.8% |
| YTD | +8.1% | -14.1% | +22.2% | +9.2% |
| 1Y | +4.7% | -8.5% | +13.2% | +4.4% |
| 3Y | +29.1% | +115.4% | -86.2% | +5.6% |
| 5Y | +6.9% | +9.8% | -2.9% | -6.5% |
| All | +66.9% | +31.2% | +35.7% | +15.9% |
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