+12.2%
GAP vs EXEL
+195.7%
-183.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.4% |
| 7D | +1.7% | +1.4% | +0.4% | +1.4% |
| 30D | +9.3% | +6.7% | +2.7% | +7.3% |
| 3M | +6.1% | +11.5% | -5.4% | +2.7% |
| 6M | -2.3% | +38.8% | -41.1% | -11.1% |
| YTD | -10.6% | +31.6% | -42.2% | -17.8% |
| 1Y | -4.4% | +53.0% | -57.5% | -16.2% |
| 3Y | +118.3% | +160.8% | -42.5% | +55.2% |
| 5Y | +12.2% | +190.1% | -177.9% | -28.2% |
| All | +12.2% | +195.7% | -183.5% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling