+59.2%
EXPD vs GWRE
+22.2%
+37.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.5% |
| 7D | -0.9% | -25.6% | +24.6% | +2.6% |
| 30D | +4.1% | -12.2% | +16.3% | +5.2% |
| 3M | +13.8% | +17.7% | -3.9% | +9.7% |
| 6M | +27.3% | -11.3% | +38.6% | +27.4% |
| YTD | +25.4% | -25.5% | +51.0% | +28.9% |
| 1Y | +54.4% | -42.8% | +97.2% | +66.5% |
| 3Y | +67.9% | +59.0% | +8.9% | +36.4% |
| 5Y | +59.2% | +21.6% | +37.6% | +29.7% |
| All | +59.2% | +22.2% | +37.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling