+91.1%
EXPE vs GAP
+9.4%
+81.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.8% |
| 7D | -9.8% | +1.7% | -11.5% | -10.2% |
| 30D | -11.5% | +9.3% | -20.8% | -14.0% |
| 3M | +21.7% | +6.1% | +15.6% | +19.3% |
| 6M | +10.4% | -2.3% | +12.7% | +9.9% |
| YTD | -2.5% | -10.6% | +8.1% | -0.8% |
| 1Y | +27.3% | -4.4% | +31.8% | +26.7% |
| 3Y | +153.5% | +118.3% | +35.2% | +79.9% |
| 5Y | +91.1% | +12.2% | +78.9% | +42.0% |
| All | +91.1% | +9.4% | +81.7% | +42.0% |
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