+175.1%
EXPE vs GD
+190.3%
-15.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.6% |
| 7D | -9.5% | -5.3% | -4.3% | -6.4% |
| 30D | -6.6% | -6.4% | -0.2% | -2.7% |
| 3M | +31.4% | +5.7% | +25.7% | +26.4% |
| 6M | +35.2% | -0.9% | +36.1% | +35.0% |
| YTD | +5.8% | +8.2% | -2.4% | -0.9% |
| 1Y | +38.7% | +13.4% | +25.2% | +26.0% |
| 3Y | +175.8% | +68.5% | +107.3% | +87.8% |
| 5Y | +111.8% | +97.2% | +14.7% | +25.9% |
| All | +175.1% | +190.3% | -15.2% | +26.3% |
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