+561.3%
XLP vs GAP
+19.1%
+542.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.9% | -0.1% |
| 7D | +3.5% | -2.1% | +5.6% | +3.7% |
| 30D | +11.6% | -5.1% | +16.7% | +12.1% |
| 3M | +7.6% | +9.8% | -2.1% | +6.3% |
| 6M | +10.0% | -3.6% | +13.6% | +9.8% |
| YTD | +19.7% | -9.8% | +29.5% | +19.9% |
| 1Y | +23.5% | -1.5% | +24.9% | +22.3% |
| 3Y | +44.0% | +74.3% | -30.3% | +28.4% |
| 5Y | +42.7% | +9.9% | +32.8% | +29.8% |
| 10Y | +131.3% | +22.9% | +108.4% | +89.3% |
| All | +561.3% | +19.1% | +542.2% | +353.9% |
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