+37.8%
XLC vs GAP
+9.4%
+28.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +0.6% | +1.7% | -1.2% | +0.3% |
| 30D | +0.2% | +9.3% | -9.1% | -1.3% |
| 3M | +0.6% | +6.1% | -5.4% | -0.5% |
| 6M | -4.5% | -2.3% | -2.2% | -4.9% |
| YTD | -4.7% | -10.6% | +5.9% | -4.2% |
| 1Y | -1.7% | -4.4% | +2.8% | -2.6% |
| 3Y | +72.3% | +118.3% | -46.0% | +38.1% |
| 5Y | +37.8% | +12.2% | +25.6% | +11.8% |
| All | +37.8% | +9.4% | +28.3% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling