-2.8%
EXPE vs GH
+56.7%
-59.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.9% |
| 7D | -0.5% | +0.6% | -1.0% | -0.6% |
| 30D | -6.1% | -6.9% | +0.8% | -5.4% |
| 3M | -21.3% | -4.9% | -16.4% | -21.4% |
| 6M | +19.0% | +54.1% | -35.1% | +9.0% |
| YTD | -8.4% | +48.5% | -56.9% | -15.7% |
| 1Y | -2.8% | +61.2% | -64.0% | -9.4% |
| All | -2.8% | +56.7% | -59.5% | -9.4% |
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