+1,111.5%
XLI vs GAP
+18.0%
+1,093.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.0% | +1.7% | -0.7% | +0.6% |
| 30D | -5.8% | +9.3% | -15.1% | -7.9% |
| 3M | +0.7% | +6.1% | -5.4% | -1.2% |
| 6M | +3.2% | -2.3% | +5.5% | +2.4% |
| YTD | +13.0% | -10.6% | +23.6% | +13.8% |
| 1Y | +16.8% | -4.4% | +21.2% | +15.2% |
| 3Y | +72.4% | +118.3% | -45.9% | +31.0% |
| 5Y | +82.8% | +12.2% | +70.6% | +52.0% |
| 10Y | +252.4% | +33.7% | +218.7% | +141.3% |
| All | +1,111.5% | +18.0% | +1,093.5% | +548.1% |
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