+56.8%
EXPD vs GPC
+1.0%
+55.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | +4.1% | +6.0% | -1.9% | +3.4% |
| 3M | +17.9% | +42.6% | -24.7% | +13.6% |
| 6M | +29.2% | +22.8% | +6.5% | +28.0% |
| YTD | +27.4% | +15.5% | +11.9% | +22.3% |
| 1Y | +56.8% | +2.0% | +54.8% | +61.8% |
| All | +56.8% | +1.0% | +55.9% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling