+64.3%
XLF vs GAP
+8.7%
+55.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | -1.5% | -4.1% | +2.6% | -0.9% |
| 30D | -1.2% | +6.2% | -7.4% | -2.2% |
| 3M | +9.2% | -0.7% | +9.9% | +8.9% |
| 6M | +16.3% | -7.1% | +23.4% | +16.6% |
| YTD | +5.4% | -14.1% | +19.5% | +6.6% |
| 1Y | +7.6% | -8.5% | +16.1% | +7.4% |
| 3Y | +74.2% | +115.4% | -41.2% | +43.0% |
| All | +64.3% | +8.7% | +55.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling