+111.2%
EXPE vs GH
+457.8%
-346.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | -17.8% | -8.2% | -9.6% | -16.6% |
| 30D | -3.2% | -4.9% | +1.7% | -2.6% |
| 3M | -19.0% | -6.2% | -12.7% | -18.6% |
| 6M | +17.7% | +60.0% | -42.3% | +8.1% |
| YTD | -7.8% | +51.5% | -59.3% | -15.1% |
| 1Y | -1.4% | +58.4% | -59.8% | -9.9% |
| 3Y | +121.9% | +617.2% | -495.3% | +47.4% |
| 5Y | +44.3% | +47.0% | -2.8% | +15.3% |
| All | +111.2% | +457.8% | -346.6% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling