+5.1%
XHB vs GAP
+10.4%
-5.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.6% | +3.2% |
| 7D | +9.7% | +8.0% | +1.8% | +7.5% |
| 30D | +11.7% | +2.7% | +9.0% | +10.7% |
| 3M | -1.4% | +16.0% | -17.4% | -5.8% |
| 6M | +6.8% | +2.0% | +4.8% | +4.5% |
| YTD | +5.5% | -4.4% | +9.9% | +3.8% |
| 1Y | +5.1% | +9.2% | -4.0% | -2.8% |
| All | +5.1% | +10.4% | -5.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling