+415.8%
EXPD vs GWRE
+869.7%
-453.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -19.9% | +20.8% | +4.1% |
| 7D | -1.1% | -21.1% | +20.0% | +2.2% |
| 30D | +4.1% | +1.3% | +2.8% | +3.1% |
| 3M | +17.9% | +7.4% | +10.5% | +14.9% |
| 6M | +29.2% | +5.6% | +23.6% | +25.1% |
| YTD | +27.4% | -19.2% | +46.6% | +28.7% |
| 1Y | +56.8% | -25.1% | +82.0% | +59.7% |
| 3Y | +68.0% | +87.7% | -19.7% | +39.3% |
| 5Y | +61.9% | +32.0% | +29.8% | +40.2% |
| 10Y | +316.0% | +157.8% | +158.2% | +212.9% |
| All | +415.8% | +869.7% | -453.8% | +274.9% |
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 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