-5.8%
GAP vs EXEL
+70.3%
-76.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.3% |
| 30D | -5.4% | +17.9% | -23.3% | -7.5% |
| 3M | +2.9% | +33.3% | -30.4% | -1.4% |
| 6M | -4.4% | +46.6% | -51.0% | -9.9% |
| YTD | -11.6% | +61.0% | -72.6% | -19.4% |
| All | -5.8% | +70.3% | -76.0% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling