+14.7%
XLF vs GAP
+10.4%
+4.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +2.5% |
| 7D | +5.5% | +8.0% | -2.5% | +4.5% |
| 30D | +9.9% | +2.7% | +7.2% | +9.4% |
| 3M | +2.6% | +16.0% | -13.4% | +0.6% |
| 6M | +15.6% | +2.0% | +13.6% | +14.2% |
| YTD | +9.4% | -4.4% | +13.8% | +9.3% |
| 1Y | +14.7% | +9.2% | +5.5% | +11.7% |
| All | +14.7% | +10.4% | +4.3% | +11.7% |
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 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