+61.1%
EXPE vs GFS
-9.0%
+70.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.2% | +17.2% | -21.4% | -7.9% |
| 30D | -4.5% | -8.7% | +4.2% | -3.1% |
| 3M | -19.7% | -19.7% | 0.0% | -16.3% |
| 6M | +18.3% | -40.7% | +59.0% | +29.1% |
| YTD | -7.3% | +22.5% | -29.9% | -21.7% |
| 1Y | -3.9% | +25.2% | -29.1% | -19.5% |
| 3Y | +123.0% | -17.7% | +140.7% | +102.2% |
| 5Y | +47.9% | -23.5% | +71.5% | +33.5% |
| All | +61.1% | -9.0% | +70.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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