+1.7%
GAP vs EXEL
+347.1%
-345.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -9.3% | -2.8% | -6.5% | -9.0% |
| 30D | -5.5% | +18.2% | -23.7% | -7.5% |
| 3M | +3.5% | +37.7% | -34.3% | -0.8% |
| 6M | +0.7% | +42.2% | -41.5% | -3.9% |
| YTD | -13.4% | +61.3% | -74.7% | -18.9% |
| 1Y | -7.7% | +64.5% | -72.1% | -13.8% |
| 3Y | +74.4% | +236.7% | -162.2% | +46.9% |
| 5Y | +5.3% | +296.3% | -291.0% | -13.5% |
| 10Y | +4.7% | +331.1% | -326.4% | -18.9% |
| All | +1.7% | +347.1% | -345.5% | -48.9% |
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