+415.1%
XLF vs GAP
+18.0%
+397.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.2% | +1.7% | -1.6% | -0.3% |
| 30D | -0.5% | +9.3% | -9.9% | -3.2% |
| 3M | +10.6% | +6.1% | +4.5% | +8.3% |
| 6M | +14.3% | -2.3% | +16.6% | +13.1% |
| YTD | +5.5% | -10.6% | +16.1% | +6.3% |
| 1Y | +9.6% | -4.4% | +14.0% | +7.7% |
| 3Y | +75.2% | +118.3% | -43.1% | +24.0% |
| 5Y | +65.5% | +12.2% | +53.3% | +30.9% |
| 10Y | +246.4% | +33.7% | +212.7% | +114.7% |
| All | +415.1% | +18.0% | +397.0% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling