+127.7%
EXPE vs GAP
+1.5%
+126.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | +0.1% |
| 30D | -6.1% | -7.1% | +1.0% | -3.5% |
| 3M | -21.3% | +4.1% | -25.4% | -22.3% |
| 6M | +19.0% | +1.9% | +17.1% | +17.4% |
| YTD | -8.4% | -15.2% | +6.8% | -5.0% |
| 1Y | -2.8% | -10.6% | +7.8% | -0.9% |
| 3Y | +120.8% | +74.6% | +46.2% | +66.0% |
| 5Y | +46.2% | +3.7% | +42.5% | +20.1% |
| All | +127.7% | +1.5% | +126.2% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling