+835.0%
XLB vs GAP
+14.4%
+820.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -1.6% | -9.3% | +7.7% | +0.4% |
| 30D | +7.2% | -5.5% | +12.7% | +8.4% |
| 3M | 0.0% | +3.5% | -3.4% | -1.2% |
| 6M | +2.3% | +0.7% | +1.6% | +1.0% |
| YTD | +18.4% | -13.4% | +31.8% | +19.8% |
| 1Y | +23.3% | -7.7% | +31.0% | +22.8% |
| 3Y | +45.2% | +74.4% | -29.2% | +17.3% |
| 5Y | +31.0% | +5.3% | +25.6% | +11.5% |
| 10Y | +168.8% | +4.7% | +164.1% | +97.6% |
| All | +835.0% | +14.4% | +820.6% | +416.7% |
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