+120.8%
EXPE vs GFS
-19.0%
+139.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.8% |
| 7D | -0.5% | +7.4% | -7.9% | -1.6% |
| 30D | -6.1% | -15.3% | +9.2% | -4.0% |
| 3M | -21.3% | -21.1% | -0.2% | -18.8% |
| 6M | +19.0% | -44.5% | +63.5% | +28.1% |
| YTD | -8.4% | +19.2% | -27.6% | -22.2% |
| 1Y | -2.8% | +27.2% | -30.0% | -19.3% |
| 3Y | +120.8% | -20.1% | +140.9% | +92.9% |
| All | +120.8% | -19.0% | +139.8% | +92.9% |
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