-8.6%
GAP vs EXEL
+54.7%
-63.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.7% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | -0.7% | +10.1% | -10.8% | -2.5% |
| 3M | -0.5% | +10.1% | -10.5% | -2.5% |
| 6M | -5.0% | +37.7% | -42.7% | -10.8% |
| YTD | -14.7% | +33.1% | -47.8% | -20.0% |
| 1Y | -8.6% | +52.4% | -61.0% | -18.1% |
| All | -8.6% | +54.7% | -63.3% | -18.1% |
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