+1,477.5%
XLK vs GAP
+12.7%
+1,464.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.0% |
| 7D | +2.3% | -3.2% | +5.5% | +3.0% |
| 30D | +0.8% | -0.7% | +1.5% | +0.6% |
| 3M | +4.1% | -0.5% | +4.5% | +3.4% |
| 6M | +34.8% | -5.0% | +39.7% | +34.2% |
| YTD | +30.8% | -14.7% | +45.5% | +32.6% |
| 1Y | +42.4% | -8.6% | +51.0% | +41.5% |
| 3Y | +121.8% | +108.4% | +13.4% | +71.5% |
| 5Y | +146.6% | +5.8% | +140.8% | +109.4% |
| 10Y | +804.3% | +29.6% | +774.6% | +516.6% |
| All | +1,477.5% | +12.7% | +1,464.9% | +691.3% |
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 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