+508.9%
XLP vs GAP
+18.3%
+490.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | -4.5% | +3.5% | -0.5% |
| 30D | -0.9% | +9.0% | -9.9% | -1.9% |
| 3M | +3.8% | +5.0% | -1.2% | +3.0% |
| 6M | -1.7% | -17.8% | +16.1% | -0.3% |
| YTD | +10.3% | -10.4% | +20.6% | +10.6% |
| 1Y | +7.8% | -3.4% | +11.2% | +6.9% |
| 3Y | +27.2% | +111.5% | -84.3% | +10.8% |
| 5Y | +32.5% | +8.8% | +23.7% | +20.6% |
| 10Y | +101.8% | +32.9% | +68.9% | +63.2% |
| All | +508.9% | +18.3% | +490.6% | +318.7% |
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