+73.0%
XLF vs GAP
+103.6%
-30.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -2.9% | -6.3% | +3.4% | -2.2% |
| 30D | -1.6% | -0.2% | -1.4% | -1.7% |
| 3M | +9.3% | 0.0% | +9.2% | +9.0% |
| 6M | +14.6% | -8.1% | +22.7% | +14.9% |
| YTD | +4.7% | -16.5% | +21.2% | +5.9% |
| 1Y | +8.6% | -10.5% | +19.1% | +8.8% |
| All | +73.0% | +103.6% | -30.6% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling