+5.1%
GAP vs EXEL
+273.2%
-268.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.5% | +8.4% | -12.8% | -5.5% |
| 30D | +9.0% | +4.1% | +5.0% | +8.3% |
| 3M | +5.0% | +12.4% | -7.4% | +3.3% |
| 6M | -17.8% | +41.5% | -59.4% | -21.7% |
| YTD | -10.4% | +34.6% | -45.0% | -14.2% |
| 1Y | -3.4% | +57.9% | -61.2% | -9.5% |
| 3Y | +111.5% | +159.5% | -48.0% | +84.0% |
| 5Y | +8.8% | +198.5% | -189.7% | -7.6% |
| 10Y | +32.9% | +411.4% | -378.5% | +0.8% |
| All | +5.1% | +273.2% | -268.1% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling