+38.6%
EXPD vs GPC
+2.6%
+36.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.1% |
| 7D | -7.2% | +1.6% | -8.7% | -7.3% |
| 30D | -3.3% | -2.1% | -1.2% | -3.2% |
| 3M | +3.4% | -6.8% | +10.2% | +3.9% |
| 6M | +22.7% | +18.6% | +4.1% | +21.3% |
| YTD | +24.5% | +2.7% | +21.9% | +20.5% |
| 1Y | +38.6% | +1.8% | +36.9% | +35.5% |
| All | +38.6% | +2.6% | +36.0% | +35.5% |
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