+2,202.2%
GAP vs EXPD
+30,859.1%
-28,656.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -4.5% | -1.1% | -3.3% | -4.1% |
| 30D | +9.0% | +4.1% | +5.0% | +7.5% |
| 3M | +5.0% | +17.9% | -12.9% | -0.9% |
| 6M | -17.8% | +29.2% | -47.0% | -25.1% |
| YTD | -10.4% | +27.4% | -37.8% | -18.3% |
| 1Y | -3.4% | +56.8% | -60.2% | -18.0% |
| 3Y | +111.5% | +68.0% | +43.4% | +76.9% |
| 5Y | +8.8% | +61.9% | -53.0% | -6.9% |
| 10Y | +32.9% | +316.0% | -283.1% | -11.3% |
| All | +2,202.2% | +30,859.1% | -28,656.9% | +676.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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