+67.8%
EXPD vs GWRE
+51.5%
+16.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.6% |
| 7D | +1.2% | -26.2% | +27.4% | +2.8% |
| 30D | +5.2% | -17.8% | +23.0% | +6.1% |
| 3M | +13.2% | +14.2% | -1.0% | +11.5% |
| 6M | +30.3% | -12.9% | +43.2% | +30.8% |
| YTD | +27.0% | -29.2% | +56.3% | +29.2% |
| 1Y | +57.3% | -44.4% | +101.7% | +63.7% |
| All | +67.8% | +51.5% | +16.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling