+163.9%
XLE vs GAP
+20.3%
+143.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | -7.9% | 0.0% | -7.9% | -8.1% |
| 30D | -4.8% | -4.3% | -0.5% | -4.3% |
| 3M | +8.4% | +9.4% | -1.0% | +5.5% |
| 6M | +12.7% | -3.3% | +16.0% | +11.5% |
| YTD | +41.3% | -10.5% | +51.8% | +40.7% |
| 1Y | +42.3% | -2.4% | +44.7% | +38.6% |
| 3Y | +65.1% | +80.1% | -15.0% | +27.9% |
| 5Y | +150.2% | +6.5% | +143.7% | +108.2% |
| 10Y | +163.9% | +14.6% | +149.3% | +71.2% |
| All | +163.9% | +20.3% | +143.6% | +71.2% |
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