+820.5%
XLB vs GAP
+18.3%
+802.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.4% | -4.5% | +3.1% | -0.5% |
| 30D | -0.4% | +9.0% | -9.4% | -2.5% |
| 3M | +2.0% | +5.0% | -3.0% | +0.5% |
| 6M | +1.8% | -17.8% | +19.6% | +4.7% |
| YTD | +16.6% | -10.4% | +27.0% | +17.4% |
| 1Y | +16.9% | -3.4% | +20.3% | +15.4% |
| 3Y | +32.6% | +111.5% | -78.9% | +2.5% |
| 5Y | +35.6% | +8.8% | +26.8% | +14.6% |
| 10Y | +160.0% | +32.9% | +127.1% | +80.6% |
| All | +820.5% | +18.3% | +802.2% | +406.6% |
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