+178.7%
XHB vs GAP
+111.9%
+66.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -1.3% | -4.5% | +3.2% | +0.2% |
| 30D | -6.9% | +9.0% | -15.9% | -10.1% |
| 3M | -1.3% | +5.0% | -6.3% | -3.6% |
| 6M | -6.8% | -17.8% | +11.0% | -2.4% |
| YTD | +0.7% | -10.4% | +11.1% | +2.1% |
| 1Y | -11.2% | -3.4% | -7.9% | -13.0% |
| 3Y | +25.3% | +111.5% | -86.1% | -17.6% |
| 5Y | +37.3% | +8.8% | +28.5% | +5.7% |
| 10Y | +211.5% | +32.9% | +178.6% | +65.0% |
| All | +178.7% | +111.9% | +66.8% | -8.6% |
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