+80.1%
GAP vs EXEL
+244.2%
-164.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.8% |
| 7D | 0.0% | +2.3% | -2.3% | -0.4% |
| 30D | -4.3% | +19.8% | -24.2% | -7.8% |
| 3M | +9.4% | +32.7% | -23.3% | +3.0% |
| 6M | -3.3% | +49.0% | -52.2% | -11.4% |
| YTD | -10.5% | +63.7% | -74.2% | -20.3% |
| 1Y | -2.4% | +75.8% | -78.2% | -14.5% |
| 3Y | +80.1% | +241.3% | -161.2% | +24.2% |
| All | +80.1% | +244.2% | -164.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling