+150.1%
EXE vs GAP
+22.4%
+127.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.3% |
| 30D | -0.3% | -5.4% | +5.1% | +0.1% |
| 3M | -9.3% | +2.9% | -12.2% | -9.9% |
| 6M | -7.2% | -4.4% | -2.8% | -7.4% |
| YTD | -18.9% | -11.6% | -7.3% | -18.8% |
| 1Y | -21.7% | -6.0% | -15.7% | -22.2% |
| 3Y | +21.0% | +78.0% | -57.0% | +3.5% |
| 5Y | +76.0% | +8.5% | +67.5% | +53.5% |
| All | +150.1% | +22.4% | +127.7% | +127.8% |
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