-3.9%
EXPE vs GH
+57.4%
-61.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | +0.9% | -5.1% | -4.3% |
| 30D | -4.5% | -4.5% | -0.1% | -4.2% |
| 3M | -19.7% | -6.2% | -13.5% | -19.5% |
| 6M | +18.3% | +55.0% | -36.7% | +8.1% |
| YTD | -7.3% | +51.6% | -58.9% | -15.3% |
| 1Y | -3.9% | +58.3% | -62.2% | -11.9% |
| All | -3.9% | +57.4% | -61.3% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling