+15.6%
XYL vs GAP
+108.0%
-92.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.5% |
| 7D | +0.8% | -3.2% | +4.0% | +1.3% |
| 30D | -10.8% | -0.7% | -10.1% | -10.9% |
| 3M | -2.5% | -0.5% | -2.1% | -2.8% |
| 6M | -12.2% | -5.0% | -7.2% | -12.2% |
| YTD | -20.1% | -14.7% | -5.4% | -19.1% |
| 1Y | -20.6% | -8.6% | -12.0% | -20.6% |
| All | +15.6% | +108.0% | -92.4% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling