+62.9%
EXPD vs GWRE
+25.5%
+37.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.6% |
| 7D | -1.6% | -7.3% | +5.7% | -0.6% |
| 30D | +0.6% | -4.0% | +4.6% | +0.9% |
| 3M | +9.8% | -10.5% | +20.3% | +10.3% |
| 6M | +25.8% | +17.7% | +8.0% | +20.2% |
| YTD | +31.3% | -21.3% | +52.6% | +33.4% |
| 1Y | +40.9% | -28.0% | +68.9% | +45.5% |
| 3Y | +74.7% | +73.6% | +1.1% | +38.8% |
| 5Y | +62.9% | +26.1% | +36.8% | +29.9% |
| All | +62.9% | +25.5% | +37.3% | +29.9% |
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