+185.7%
EXPE vs GAP
+118.2%
+67.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -9.5% | -4.5% | -5.1% | -8.4% |
| 30D | -6.6% | +9.0% | -15.7% | -8.9% |
| 3M | +31.4% | +5.0% | +26.4% | +29.4% |
| 6M | +35.2% | -17.8% | +53.0% | +40.1% |
| YTD | +5.8% | -10.4% | +16.2% | +7.4% |
| 1Y | +38.7% | -3.4% | +42.1% | +37.9% |
| All | +185.7% | +118.2% | +67.5% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling