+317.8%
EXPD vs GWRE
+129.6%
+188.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +1.2% | -30.9% | +32.1% | +7.0% |
| 30D | +6.8% | -20.7% | +27.5% | +10.1% |
| 3M | +14.9% | +20.2% | -5.2% | +9.5% |
| 6M | +34.6% | -11.9% | +46.5% | +34.1% |
| YTD | +27.7% | -30.3% | +58.0% | +32.6% |
| 1Y | +57.7% | -44.6% | +102.3% | +71.2% |
| 3Y | +70.9% | +48.8% | +22.1% | +42.8% |
| 5Y | +59.5% | +14.8% | +44.7% | +37.1% |
| All | +317.8% | +129.6% | +188.2% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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