+133.6%
XLC vs GAP
-11.2%
+144.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +3.1% | -5.2% | +8.3% | +3.9% |
| 30D | -4.2% | -6.9% | +2.7% | -3.3% |
| 3M | -2.1% | +5.7% | -7.9% | -3.3% |
| 6M | -6.6% | +0.9% | -7.5% | -7.5% |
| YTD | -7.8% | -14.5% | +6.7% | -6.9% |
| 1Y | -4.1% | -12.1% | +8.0% | -3.7% |
| 3Y | +62.6% | +72.2% | -9.5% | +39.8% |
| 5Y | +39.6% | +4.5% | +35.1% | +23.1% |
| All | +133.6% | -11.2% | +144.7% | +86.7% |
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