+121.6%
EXPE vs GH
+486.6%
-365.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -11.5% | -0.2% | -11.3% | -11.5% |
| 30D | -13.1% | -2.6% | -10.4% | -12.9% |
| 3M | +18.1% | +25.1% | -7.0% | +13.5% |
| 6M | +13.3% | +78.5% | -65.2% | +2.2% |
| YTD | -3.2% | +59.4% | -62.6% | -11.3% |
| 1Y | +26.1% | +173.9% | -147.7% | +5.0% |
| 3Y | +151.7% | +382.7% | -231.0% | +80.1% |
| 5Y | +88.3% | +24.4% | +63.9% | +53.1% |
| All | +121.6% | +486.6% | -365.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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