+730.4%
EXPE vs GAP
+90.4%
+640.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.2% |
| 7D | -13.3% | 0.0% | -13.4% | -13.0% |
| 30D | -5.5% | -4.3% | -1.2% | -3.6% |
| 3M | -16.5% | +9.4% | -25.9% | -19.2% |
| 6M | +13.1% | -3.3% | +16.4% | +13.3% |
| YTD | -8.0% | -10.5% | +2.5% | -6.1% |
| 1Y | +1.1% | -2.4% | +3.5% | +0.1% |
| 3Y | +131.2% | +80.1% | +51.1% | +65.3% |
| 5Y | +39.8% | +6.5% | +33.3% | +11.0% |
| 10Y | +118.5% | +14.6% | +103.9% | +33.2% |
| All | +730.4% | +90.4% | +640.1% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling