+115.5%
EXPE vs GD
+190.6%
-75.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.5% |
| 7D | -9.3% | -5.0% | -4.4% | -6.4% |
| 30D | +0.1% | +8.9% | -8.8% | -5.1% |
| 3M | -15.3% | -8.0% | -7.3% | -10.9% |
| 6M | +5.5% | +2.9% | +2.6% | +3.0% |
| YTD | -8.0% | +7.1% | -15.0% | -13.3% |
| 1Y | +18.9% | +5.9% | +12.9% | +13.0% |
| 3Y | +135.5% | +53.9% | +81.7% | +71.9% |
| 5Y | +44.3% | +95.4% | -51.1% | -13.8% |
| All | +115.5% | +190.6% | -75.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling