+334.3%
EXPD vs GPC
+78.6%
+255.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.1% |
| 7D | -1.6% | -2.1% | +0.5% | -0.8% |
| 30D | +0.6% | -4.5% | +5.1% | +2.1% |
| 3M | +9.8% | -7.7% | +17.5% | +12.6% |
| 6M | +25.8% | +24.3% | +1.4% | +14.3% |
| YTD | +31.3% | +3.5% | +27.8% | +26.4% |
| 1Y | +40.9% | +0.7% | +40.2% | +37.1% |
| 3Y | +74.7% | 0.0% | +74.7% | +64.7% |
| 5Y | +62.9% | +5.8% | +57.0% | +48.5% |
| 10Y | +334.3% | +75.8% | +258.6% | +212.6% |
| All | +334.3% | +78.6% | +255.8% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling