+177.1%
XHB vs GAP
+100.5%
+76.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.5% |
| 30D | +9.9% | -7.1% | +17.0% | +12.6% |
| 3M | -6.3% | +4.1% | -10.4% | -8.2% |
| 6M | +3.8% | +1.9% | +1.9% | +1.4% |
| YTD | +0.1% | -15.2% | +15.3% | +3.1% |
| 1Y | -0.8% | -10.6% | +9.8% | +0.1% |
| 3Y | +35.6% | +74.6% | -39.0% | -3.9% |
| 5Y | +29.6% | +3.7% | +25.9% | +1.6% |
| 10Y | +237.5% | +2.4% | +235.1% | +103.9% |
| All | +177.1% | +100.5% | +76.6% | -7.6% |
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