+141.9%
XYL vs GAP
+27.6%
+114.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -1.2% | -6.3% | +5.1% | 0.0% |
| 30D | -13.2% | -0.2% | -12.9% | -13.4% |
| 3M | -0.2% | 0.0% | -0.2% | -0.6% |
| 6M | -12.5% | -8.1% | -4.4% | -12.0% |
| YTD | -20.9% | -16.5% | -4.4% | -19.2% |
| 1Y | -21.6% | -10.5% | -11.1% | -21.4% |
| 3Y | +16.1% | +104.0% | -87.8% | -8.1% |
| 5Y | -15.6% | +6.8% | -22.4% | -27.5% |
| All | +141.9% | +27.6% | +114.3% | +72.5% |
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 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