+39.2%
XLK vs GAP
-7.6%
+46.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +1.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.5% |
| 30D | -0.6% | +6.2% | -6.9% | -1.2% |
| 3M | +2.6% | -0.7% | +3.2% | +2.7% |
| 6M | +34.0% | -7.1% | +41.1% | +33.9% |
| YTD | +30.7% | -14.1% | +44.7% | +31.6% |
| 1Y | +39.2% | -8.5% | +47.7% | +35.3% |
| All | +39.2% | -7.6% | +46.8% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling