+44.8%
XLP vs GAP
+70.6%
-25.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.5% |
| 7D | +2.5% | -1.9% | +4.4% | +2.6% |
| 30D | +7.3% | -7.1% | +14.4% | +7.6% |
| 3M | +8.1% | +4.1% | +4.0% | +7.8% |
| 6M | +10.5% | +1.9% | +8.6% | +10.2% |
| YTD | +21.2% | -15.2% | +36.4% | +21.6% |
| 1Y | +22.7% | -10.6% | +33.3% | +22.8% |
| 3Y | +44.8% | +74.6% | -29.8% | +42.8% |
| All | +44.8% | +70.6% | -25.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling