+431.7%
EXPD vs GWRE
+844.2%
-412.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.6% |
| 7D | -1.6% | -7.3% | +5.7% | -0.4% |
| 30D | +0.6% | -4.0% | +4.6% | +1.0% |
| 3M | +9.8% | -10.5% | +20.3% | +10.4% |
| 6M | +25.8% | +17.7% | +8.0% | +19.5% |
| YTD | +31.3% | -21.3% | +52.6% | +32.5% |
| 1Y | +40.9% | -28.0% | +68.9% | +44.5% |
| 3Y | +74.7% | +73.6% | +1.1% | +46.5% |
| 5Y | +62.9% | +26.1% | +36.8% | +41.5% |
| 10Y | +334.3% | +169.2% | +165.1% | +223.1% |
| All | +431.7% | +844.2% | -412.6% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling