-5.8%
XLC vs GAP
+10.4%
-16.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +2.5% |
| 7D | +1.8% | +8.0% | -6.2% | +0.8% |
| 30D | -6.0% | +2.7% | -8.6% | -6.3% |
| 3M | -6.0% | +16.0% | -22.0% | -7.8% |
| 6M | -9.1% | +2.0% | -11.1% | -10.0% |
| YTD | -10.0% | -4.4% | -5.6% | -10.9% |
| 1Y | -5.8% | +9.2% | -15.0% | -8.9% |
| All | -5.8% | +10.4% | -16.2% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling