+29.4%
EXPE vs GH
+172.3%
-142.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | -8.7% | -1.2% | -7.4% | -8.6% |
| 30D | -13.6% | -3.7% | -10.0% | -13.5% |
| 3M | +26.6% | +21.7% | +5.0% | +24.1% |
| 6M | +19.9% | +75.7% | -55.8% | +13.4% |
| YTD | -1.7% | +55.7% | -57.4% | -6.1% |
| 1Y | +29.4% | +181.1% | -151.7% | +31.6% |
| All | +29.4% | +172.3% | -142.9% | +31.6% |
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