+52.6%
XOM vs GAP
+10.4%
+42.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.0% | -12.6% | -3.7% |
| 7D | -7.0% | +8.0% | -15.0% | -6.1% |
| 30D | +3.2% | +2.7% | +0.5% | +3.7% |
| 3M | +10.7% | +16.0% | -5.4% | +12.6% |
| 6M | +11.6% | +2.0% | +9.6% | +13.5% |
| YTD | +43.5% | -4.4% | +47.9% | +45.6% |
| 1Y | +52.6% | +9.2% | +43.4% | +55.5% |
| All | +52.6% | +10.4% | +42.2% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling