+1,075.5%
XLI vs GAP
+12.0%
+1,063.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +3.8% | -1.9% | +5.7% | +4.2% |
| 30D | +1.0% | -7.1% | +8.1% | +2.4% |
| 3M | -8.9% | +4.1% | -13.0% | -10.3% |
| 6M | -2.3% | +1.9% | -4.2% | -4.0% |
| YTD | +9.7% | -15.2% | +24.9% | +11.3% |
| 1Y | +12.3% | -10.6% | +22.9% | +12.4% |
| 3Y | +71.5% | +74.6% | -3.1% | +37.3% |
| 5Y | +70.2% | +3.7% | +66.5% | +44.1% |
| 10Y | +227.5% | +2.4% | +225.0% | +139.0% |
| All | +1,075.5% | +12.0% | +1,063.5% | +533.8% |
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