+164.5%
XLB vs GAP
+28.3%
+136.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.2% |
| 7D | -2.9% | -3.2% | +0.2% | -2.4% |
| 30D | -3.4% | -0.7% | -2.7% | -3.5% |
| 3M | +1.6% | -0.5% | +2.1% | +1.3% |
| 6M | +3.6% | -5.0% | +8.6% | +3.6% |
| YTD | +14.2% | -14.7% | +28.9% | +16.0% |
| 1Y | +15.6% | -8.6% | +24.2% | +15.4% |
| 3Y | +33.1% | +108.4% | -75.3% | +6.0% |
| 5Y | +35.1% | +5.8% | +29.3% | +16.9% |
| 10Y | +164.5% | +29.6% | +134.9% | +89.8% |
| All | +164.5% | +28.3% | +136.3% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling