+552.8%
XLP vs GAP
+14.1%
+538.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -0.8% |
| 7D | +0.7% | -3.8% | +4.5% | +1.1% |
| 30D | +10.3% | -9.0% | +19.3% | +11.3% |
| 3M | +6.5% | +5.5% | +1.1% | +5.6% |
| 6M | +8.4% | -11.1% | +19.5% | +9.1% |
| YTD | +18.2% | -13.6% | +31.8% | +18.9% |
| 1Y | +22.4% | -2.9% | +25.3% | +21.4% |
| 3Y | +41.9% | +69.6% | -27.7% | +26.9% |
| 5Y | +40.9% | +5.4% | +35.5% | +28.7% |
| 10Y | +128.4% | +17.8% | +110.5% | +87.7% |
| All | +552.8% | +14.1% | +538.7% | +350.1% |
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 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