+130.4%
EXPE vs GD
+165.4%
-35.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | -4.2% | +1.9% | -6.1% | -5.4% |
| 30D | -4.5% | +9.2% | -13.8% | -9.8% |
| 3M | -19.7% | -7.5% | -12.2% | -15.8% |
| 6M | +18.3% | +5.8% | +12.5% | +13.4% |
| YTD | -7.3% | +9.8% | -17.1% | -14.2% |
| 1Y | -3.9% | +5.8% | -9.7% | -8.8% |
| 3Y | +123.0% | +58.0% | +65.0% | +59.1% |
| 5Y | +47.9% | +100.4% | -52.5% | -13.9% |
| All | +130.4% | +165.4% | -35.1% | +6.8% |
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