+99.4%
XYL vs GAP
+1.5%
+97.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -3.7% | -1.9% | -1.8% | -3.4% |
| 30D | -8.3% | -7.1% | -1.3% | -7.0% |
| 3M | -21.4% | +4.1% | -25.5% | -22.4% |
| 6M | -12.9% | +1.9% | -14.9% | -14.2% |
| YTD | -30.1% | -15.2% | -14.9% | -28.9% |
| 1Y | -35.2% | -10.6% | -24.5% | -34.9% |
| 3Y | -0.8% | +74.6% | -75.4% | -18.8% |
| 5Y | -23.2% | +3.7% | -26.9% | -33.5% |
| All | +99.4% | +1.5% | +97.9% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling