+18.9%
EXPE vs GD
+5.1%
+13.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.6% |
| 7D | -9.3% | -5.0% | -4.4% | -7.6% |
| 30D | +0.1% | +8.9% | -8.8% | -3.2% |
| 3M | -15.3% | -8.0% | -7.3% | -12.8% |
| 6M | +5.5% | +2.9% | +2.6% | +4.0% |
| YTD | -8.0% | +7.1% | -15.0% | -15.1% |
| 1Y | +18.9% | +5.9% | +12.9% | +11.7% |
| All | +18.9% | +5.1% | +13.8% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling