+633.7%
XLU vs GAP
+10.3%
+623.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -1.2% | -6.3% | +5.1% | -0.5% |
| 30D | -2.5% | -0.2% | -2.3% | -2.7% |
| 3M | -2.7% | 0.0% | -2.8% | -3.0% |
| 6M | -7.5% | -8.1% | +0.7% | -7.2% |
| YTD | +0.9% | -16.5% | +17.4% | +1.9% |
| 1Y | +3.3% | -10.5% | +13.8% | +3.2% |
| 3Y | +47.3% | +104.0% | -56.7% | +29.2% |
| 5Y | +44.4% | +6.8% | +37.6% | +31.8% |
| 10Y | +140.8% | +26.9% | +113.9% | +94.0% |
| All | +633.7% | +10.3% | +623.4% | +391.7% |
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