+34.5%
XLB vs GAP
+113.8%
-79.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -0.2% | +1.7% | -2.0% | -0.5% |
| 30D | -1.7% | +9.3% | -11.1% | -3.0% |
| 3M | +4.4% | +6.1% | -1.7% | +3.3% |
| 6M | +5.0% | -2.3% | +7.3% | +4.6% |
| YTD | +15.5% | -10.6% | +26.1% | +16.0% |
| 1Y | +14.9% | -4.4% | +19.4% | +14.3% |
| 3Y | +34.5% | +118.3% | -83.8% | +21.8% |
| All | +34.5% | +113.8% | -79.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling