+28.6%
XHB vs GAP
+3.6%
+25.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -2.4% | -5.2% | +2.7% | -1.1% |
| 30D | +7.1% | -6.9% | +14.0% | +9.0% |
| 3M | -6.0% | +5.7% | -11.7% | -7.7% |
| 6M | +2.1% | +0.9% | +1.1% | +0.7% |
| YTD | -0.6% | -14.5% | +13.9% | +1.5% |
| 1Y | -3.3% | -12.1% | +8.8% | -2.0% |
| 3Y | +34.1% | +72.2% | -38.1% | +6.3% |
| 5Y | +28.6% | +4.5% | +24.1% | -1.0% |
| All | +28.6% | +3.6% | +25.0% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling