+153.5%
EXPE vs GFS
-20.2%
+173.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.6% | -7.8% |
| 7D | -9.8% | +2.6% | -12.4% | -10.2% |
| 30D | -11.5% | -16.4% | +4.9% | -8.6% |
| 3M | +21.7% | -41.6% | +63.3% | +33.8% |
| 6M | +10.4% | -3.7% | +14.1% | +2.6% |
| YTD | -2.5% | +29.3% | -31.8% | -18.9% |
| 1Y | +27.3% | +37.1% | -9.8% | +2.9% |
| 3Y | +153.5% | -22.1% | +175.6% | +120.5% |
| All | +153.5% | -20.2% | +173.7% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling