+42.0%
XLP vs GAP
+5.0%
+37.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -1.0% |
| 7D | +0.7% | -3.8% | +4.5% | +1.0% |
| 30D | +10.3% | -9.0% | +19.3% | +10.9% |
| 3M | +6.5% | +5.5% | +1.1% | +6.0% |
| 6M | +8.4% | -11.1% | +19.5% | +8.8% |
| YTD | +18.2% | -13.6% | +31.8% | +18.6% |
| 1Y | +22.4% | -2.9% | +25.3% | +21.9% |
| 3Y | +41.9% | +69.6% | -27.7% | +32.3% |
| All | +42.0% | +5.0% | +37.0% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling