+130.4%
EXPE vs GAP
+2.4%
+128.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -4.2% | -5.2% | +1.0% | -2.6% |
| 30D | -4.5% | -6.9% | +2.4% | -2.0% |
| 3M | -19.7% | +5.7% | -25.4% | -21.1% |
| 6M | +18.3% | +0.9% | +17.4% | +17.0% |
| YTD | -7.3% | -14.5% | +7.2% | -4.2% |
| 1Y | -3.9% | -12.1% | +8.2% | -1.6% |
| 3Y | +123.0% | +72.2% | +50.9% | +68.5% |
| 5Y | +47.9% | +4.5% | +43.4% | +21.2% |
| All | +130.4% | +2.4% | +128.0% | +37.9% |
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