+153.5%
EXPE vs GH
+355.8%
-202.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.6% | -7.9% |
| 7D | -9.8% | -2.1% | -7.7% | -9.6% |
| 30D | -11.5% | -4.5% | -7.1% | -11.2% |
| 3M | +21.7% | +28.9% | -7.2% | +18.3% |
| 6M | +10.4% | +76.5% | -66.1% | +3.5% |
| YTD | -2.5% | +57.6% | -60.1% | -7.7% |
| 1Y | +27.3% | +167.5% | -140.2% | +14.2% |
| 3Y | +153.5% | +377.4% | -223.9% | +120.7% |
| All | +153.5% | +355.8% | -202.3% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling