+35.5%
XLV vs GAP
+8.7%
+26.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | -3.6% | -4.1% | +0.5% | -3.3% |
| 30D | -1.8% | +6.2% | -8.1% | -2.3% |
| 3M | +7.8% | -0.7% | +8.5% | +7.7% |
| 6M | +9.1% | -7.1% | +16.2% | +9.3% |
| YTD | +7.7% | -14.1% | +21.8% | +8.3% |
| 1Y | +20.4% | -8.5% | +28.9% | +20.3% |
| 3Y | +30.8% | +115.4% | -84.6% | +18.8% |
| All | +35.5% | +8.7% | +26.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling