+926.8%
XBI vs GAP
+101.8%
+825.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.6% |
| 7D | -3.6% | -3.2% | -0.4% | -3.0% |
| 30D | +0.9% | -0.7% | +1.6% | +0.6% |
| 3M | +21.4% | -0.5% | +21.9% | +20.6% |
| 6M | +25.5% | -5.0% | +30.5% | +25.0% |
| YTD | +30.8% | -14.7% | +45.5% | +32.6% |
| 1Y | +68.6% | -8.6% | +77.2% | +67.3% |
| 3Y | +103.9% | +108.4% | -4.4% | +55.1% |
| 5Y | +20.8% | +5.8% | +15.0% | +1.7% |
| 10Y | +164.0% | +29.6% | +134.3% | +77.9% |
| All | +926.8% | +101.8% | +825.0% | +440.0% |
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