+68.3%
EXPE vs GFS
-2.1%
+70.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | -11.5% | +4.5% | -16.0% | -12.5% |
| 30D | -13.1% | -8.2% | -4.9% | -11.4% |
| 3M | +18.1% | -38.9% | +57.0% | +31.4% |
| 6M | +13.3% | -2.9% | +16.1% | +6.5% |
| YTD | -3.2% | +31.8% | -35.0% | -18.9% |
| 1Y | +26.1% | +43.1% | -17.0% | +2.1% |
| 3Y | +151.7% | -20.6% | +172.4% | +135.0% |
| All | +68.3% | -2.1% | +70.4% | +50.3% |
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