+39.8%
EXPE vs GAP
+10.4%
+29.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.1% |
| 7D | -13.3% | 0.0% | -13.4% | -13.0% |
| 30D | -5.5% | -4.3% | -1.2% | -3.9% |
| 3M | -16.5% | +9.4% | -25.9% | -18.7% |
| 6M | +13.1% | -3.3% | +16.4% | +13.3% |
| YTD | -8.0% | -10.5% | +2.5% | -6.2% |
| 1Y | +1.1% | -2.4% | +3.5% | +0.5% |
| 3Y | +131.2% | +80.1% | +51.1% | +74.8% |
| 5Y | +39.8% | +6.5% | +33.3% | +3.7% |
| All | +39.8% | +10.4% | +29.4% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling