+1,096.1%
XLY vs GAP
+10.3%
+1,085.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -3.9% | -6.3% | +2.5% | -2.2% |
| 30D | -6.1% | -0.2% | -5.9% | -6.4% |
| 3M | -1.2% | 0.0% | -1.2% | -1.7% |
| 6M | -1.8% | -8.1% | +6.3% | -0.9% |
| YTD | -5.9% | -16.5% | +10.6% | -3.2% |
| 1Y | -3.1% | -10.5% | +7.4% | -2.8% |
| 3Y | +36.0% | +104.0% | -68.0% | -0.3% |
| 5Y | +27.6% | +6.8% | +20.8% | +4.6% |
| 10Y | +216.8% | +26.9% | +189.9% | +101.0% |
| All | +1,096.1% | +10.3% | +1,085.8% | +459.9% |
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