+432.8%
XYL vs GAP
+99.5%
+333.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -5.0% | -4.5% | -0.6% | -4.2% |
| 30D | -13.2% | +9.0% | -22.3% | -14.9% |
| 3M | -3.7% | +5.0% | -8.7% | -5.0% |
| 6M | -17.7% | -17.8% | +0.1% | -15.5% |
| YTD | -21.5% | -10.4% | -11.1% | -20.9% |
| 1Y | -24.5% | -3.4% | -21.1% | -25.4% |
| 3Y | +6.9% | +111.5% | -104.5% | -15.8% |
| 5Y | -18.1% | +8.8% | -26.9% | -29.7% |
| 10Y | +134.7% | +32.9% | +101.8% | +62.4% |
| All | +432.8% | +99.5% | +333.3% | +223.3% |
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