+135.9%
XLU vs GAP
+31.2%
+104.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | -1.6% | -4.1% | +2.5% | -1.3% |
| 30D | -3.3% | +6.2% | -9.5% | -3.9% |
| 3M | -3.2% | -0.7% | -2.5% | -3.3% |
| 6M | -7.0% | -7.1% | +0.2% | -6.8% |
| YTD | +0.6% | -14.1% | +14.7% | +1.2% |
| 1Y | +2.4% | -8.5% | +10.9% | +2.2% |
| 3Y | +46.3% | +115.4% | -69.1% | +29.7% |
| 5Y | +44.0% | +9.8% | +34.1% | +32.8% |
| All | +135.9% | +31.2% | +104.6% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling