+75.5%
EXPD vs GPC
+2.3%
+73.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -4.8% | +1.7% | -6.5% | -5.1% |
| 30D | -1.5% | -2.3% | +0.8% | -1.2% |
| 3M | +4.1% | -4.5% | +8.6% | +4.8% |
| 6M | +24.0% | +21.6% | +2.5% | +18.6% |
| YTD | +27.4% | +4.0% | +23.4% | +25.1% |
| 1Y | +38.4% | +3.5% | +34.9% | +36.1% |
| All | +75.5% | +2.3% | +73.1% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling