+30,859.1%
EXPD vs GPC
+2,341.8%
+28,517.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -1.1% | +1.2% | -2.3% | -1.7% |
| 30D | +4.1% | +6.0% | -1.9% | +1.0% |
| 3M | +17.9% | +42.6% | -24.7% | -2.2% |
| 6M | +29.2% | +22.8% | +6.5% | +14.6% |
| YTD | +27.4% | +15.5% | +11.9% | +15.0% |
| 1Y | +56.8% | +2.0% | +54.8% | +50.5% |
| 3Y | +68.0% | -1.4% | +69.5% | +56.8% |
| 5Y | +61.9% | +30.6% | +31.3% | +28.9% |
| 10Y | +316.0% | +80.6% | +235.4% | +158.5% |
| All | +30,859.1% | +2,341.8% | +28,517.3% | +6,953.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling