+374.0%
XYL vs GAP
+90.4%
+283.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -6.0% | -5.2% | -0.8% | -5.0% |
| 30D | -8.3% | -6.9% | -1.4% | -7.0% |
| 3M | -22.6% | +5.7% | -28.3% | -23.8% |
| 6M | -15.0% | +0.9% | -16.0% | -16.1% |
| YTD | -30.2% | -14.5% | -15.7% | -29.2% |
| 1Y | -36.4% | -12.1% | -24.3% | -35.9% |
| 3Y | -0.9% | +72.2% | -73.0% | -18.3% |
| 5Y | -23.4% | +4.5% | -27.9% | -33.7% |
| 10Y | +100.9% | +3.3% | +97.6% | +45.8% |
| All | +374.0% | +90.4% | +283.6% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling