+29.4%
EXPE vs GFS
+42.7%
-13.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -8.7% | +3.2% | -11.9% | -8.7% |
| 30D | -13.6% | -9.6% | -4.1% | -13.5% |
| 3M | +26.6% | -38.5% | +65.1% | +27.7% |
| 6M | +19.9% | -1.3% | +21.2% | +11.1% |
| YTD | -1.7% | +31.8% | -33.5% | -14.2% |
| 1Y | +29.4% | +44.6% | -15.1% | +8.8% |
| All | +29.4% | +42.7% | -13.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling