+141.3%
XLC vs GAP
-13.3%
+154.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -1.7% | -6.3% | +4.7% | -0.7% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | +0.7% | 0.0% | +0.7% | +0.4% |
| 6M | -4.5% | -8.1% | +3.7% | -4.0% |
| YTD | -4.7% | -16.5% | +11.7% | -3.3% |
| 1Y | -1.5% | -10.5% | +9.0% | -1.4% |
| 3Y | +72.2% | +104.0% | -31.7% | +43.6% |
| 5Y | +39.3% | +6.8% | +32.6% | +22.4% |
| All | +141.3% | -13.3% | +154.6% | +94.0% |
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