+707.1%
IYR vs GAP
+24.8%
+682.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.0% |
| 30D | +6.6% | -7.1% | +13.6% | +8.0% |
| 3M | -1.8% | +4.1% | -5.9% | -3.2% |
| 6M | +1.4% | +1.9% | -0.5% | -0.2% |
| YTD | +10.5% | -15.2% | +25.7% | +12.0% |
| 1Y | +10.6% | -10.6% | +21.3% | +10.6% |
| 3Y | +41.8% | +74.6% | -32.8% | +13.3% |
| 5Y | +6.0% | +3.7% | +2.4% | -10.6% |
| 10Y | +86.7% | +2.4% | +84.3% | +32.4% |
| All | +707.1% | +24.8% | +682.3% | +316.5% |
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