+147.6%
EXPE vs GD
+55.3%
+92.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.3% | -11.4% | -12.7% |
| 7D | -3.6% | -3.9% | +0.3% | -1.9% |
| 30D | +4.8% | +8.1% | -3.3% | +1.1% |
| 3M | -14.6% | -6.8% | -7.9% | -12.0% |
| 6M | +10.0% | +3.0% | +7.0% | +8.1% |
| YTD | -3.3% | +7.8% | -11.0% | -7.8% |
| 1Y | +28.4% | +5.8% | +22.6% | +23.7% |
| All | +147.6% | +55.3% | +92.2% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling