+6.8%
GAP vs EXEL
+353.9%
-347.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -0.1% | -2.4% | +2.3% | +0.5% |
| 30D | -5.4% | +17.9% | -23.3% | -8.7% |
| 3M | +2.9% | +33.3% | -30.4% | -3.5% |
| 6M | -4.4% | +46.6% | -51.0% | -12.4% |
| YTD | -11.6% | +61.0% | -72.6% | -21.1% |
| 1Y | -6.0% | +70.4% | -76.5% | -17.2% |
| 3Y | +78.0% | +236.1% | -158.1% | +31.7% |
| 5Y | +8.5% | +284.8% | -276.4% | -22.8% |
| All | +6.8% | +353.9% | -347.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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