+135.4%
XLP vs GAP
+12.0%
+123.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +9.1% | -5.4% | +14.5% | +9.6% |
| 3M | +7.9% | +2.9% | +5.0% | +7.4% |
| 6M | +9.6% | -4.4% | +14.0% | +9.5% |
| YTD | +19.4% | -11.6% | +31.0% | +19.8% |
| 1Y | +22.4% | -6.0% | +28.4% | +22.0% |
| 3Y | +43.2% | +78.0% | -34.8% | +30.7% |
| 5Y | +42.6% | +8.5% | +34.1% | +32.6% |
| 10Y | +135.4% | +8.6% | +126.8% | +99.1% |
| All | +135.4% | +12.0% | +123.5% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling