+53.3%
XLE vs GAP
-3.2%
+56.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | +12.6% | +9.3% | +3.3% | +12.9% |
| 3M | +11.8% | +6.1% | +5.7% | +12.1% |
| 6M | +16.1% | -2.3% | +18.4% | +16.1% |
| YTD | +46.9% | -10.6% | +57.5% | +47.3% |
| 1Y | +53.3% | -4.4% | +57.7% | +49.4% |
| All | +53.3% | -3.2% | +56.4% | +49.4% |
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