+149.7%
XBI vs GAP
+31.2%
+118.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -4.6% | -4.1% | -0.5% | -4.0% |
| 30D | -2.0% | +6.2% | -8.2% | -3.4% |
| 3M | +17.8% | -0.7% | +18.5% | +17.2% |
| 6M | +23.7% | -7.1% | +30.8% | +23.9% |
| YTD | +28.2% | -14.1% | +42.3% | +29.5% |
| 1Y | +64.0% | -8.5% | +72.5% | +63.0% |
| 3Y | +99.4% | +115.4% | -16.0% | +59.3% |
| 5Y | +19.3% | +9.8% | +9.5% | +2.7% |
| All | +149.7% | +31.2% | +118.5% | +92.1% |
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