+125.4%
EXPE vs GAP
+7.3%
+118.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.0% |
| 7D | -17.8% | -9.3% | -8.4% | -15.0% |
| 30D | -3.2% | -5.5% | +2.3% | -1.1% |
| 3M | -19.0% | +3.5% | -22.5% | -19.9% |
| 6M | +17.7% | +0.7% | +17.0% | +16.5% |
| YTD | -7.8% | -13.4% | +5.6% | -5.0% |
| 1Y | -1.4% | -7.7% | +6.3% | -0.5% |
| 3Y | +121.9% | +74.4% | +47.5% | +67.1% |
| 5Y | +44.3% | +5.3% | +38.9% | +18.0% |
| 10Y | +125.4% | +4.7% | +120.8% | +33.8% |
| All | +125.4% | +7.3% | +118.1% | +33.8% |
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 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