-15.6%
XYL vs GAP
+3.0%
-18.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -1.2% | -6.3% | +5.1% | -0.2% |
| 30D | -13.2% | -0.2% | -12.9% | -13.3% |
| 3M | -0.2% | 0.0% | -0.2% | -0.6% |
| 6M | -12.5% | -8.1% | -4.4% | -12.1% |
| YTD | -20.9% | -16.5% | -4.4% | -19.4% |
| 1Y | -21.6% | -10.5% | -11.1% | -21.3% |
| 3Y | +16.1% | +104.0% | -87.8% | -5.1% |
| 5Y | -15.6% | +6.8% | -22.4% | -29.5% |
| All | -15.6% | +3.0% | -18.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling