+891.0%
XLV vs GAP
+10.3%
+880.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.3% |
| 7D | -4.4% | -6.3% | +1.9% | -3.5% |
| 30D | -1.4% | -0.2% | -1.2% | -1.6% |
| 3M | +8.9% | 0.0% | +8.8% | +8.5% |
| 6M | +9.1% | -8.1% | +17.2% | +9.5% |
| YTD | +7.9% | -16.5% | +24.4% | +9.4% |
| 1Y | +22.7% | -10.5% | +33.2% | +22.8% |
| 3Y | +31.9% | +104.0% | -72.1% | +11.0% |
| 5Y | +34.9% | +6.8% | +28.1% | +19.7% |
| 10Y | +173.9% | +26.9% | +147.0% | +109.6% |
| All | +891.0% | +10.3% | +880.7% | +513.3% |
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