+312.6%
EXPD vs GPC
+80.7%
+231.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | +4.1% | +6.0% | -1.9% | +1.8% |
| 3M | +17.9% | +42.6% | -24.7% | +2.4% |
| 6M | +29.2% | +22.8% | +6.5% | +18.3% |
| YTD | +27.4% | +15.5% | +11.9% | +18.2% |
| 1Y | +56.8% | +2.0% | +54.8% | +52.9% |
| 3Y | +68.0% | -1.4% | +69.5% | +60.6% |
| 5Y | +61.9% | +30.6% | +31.3% | +36.3% |
| All | +312.6% | +80.7% | +231.9% | +193.0% |
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