+160.0%
EXPE vs GFI
+1,066.8%
-906.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | -5.8% | -4.9% | -0.9% | -5.4% |
| 30D | -13.6% | +10.7% | -24.3% | -14.3% |
| 3M | +25.2% | +25.6% | -0.4% | +22.8% |
| 6M | +22.3% | -8.3% | +30.6% | +22.3% |
| YTD | -0.3% | +6.3% | -6.6% | -1.9% |
| 1Y | +27.8% | +22.1% | +5.7% | +23.8% |
| 3Y | +162.4% | +289.2% | -126.7% | +127.5% |
| 5Y | +95.8% | +531.7% | -435.8% | +60.8% |
| All | +160.0% | +1,066.8% | -906.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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