+779.7%
EXPE vs GFI
+651.5%
+128.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.4% | -7.8% |
| 7D | -9.8% | +5.7% | -15.4% | -10.2% |
| 30D | -11.5% | +15.6% | -27.1% | -12.8% |
| 3M | +21.7% | +31.5% | -9.8% | +18.3% |
| 6M | +10.4% | -3.7% | +14.1% | +9.9% |
| YTD | -2.5% | +11.2% | -13.8% | -4.8% |
| 1Y | +27.3% | +36.4% | -9.0% | +21.4% |
| 3Y | +153.5% | +313.5% | -160.0% | +113.2% |
| 5Y | +91.1% | +528.0% | -436.9% | +51.0% |
| 10Y | +153.1% | +1,021.4% | -868.3% | +77.5% |
| All | +779.7% | +651.5% | +128.3% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling