+142.3%
EXPE vs GH
+481.7%
-339.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -9.5% | -0.1% | -9.5% | -9.5% |
| 30D | -6.6% | -1.1% | -5.5% | -6.7% |
| 3M | +31.4% | +21.3% | +10.1% | +26.8% |
| 6M | +35.2% | +73.5% | -38.3% | +22.5% |
| YTD | +5.8% | +58.0% | -52.2% | -2.8% |
| 1Y | +38.7% | +163.1% | -124.4% | +16.2% |
| 3Y | +175.8% | +361.0% | -185.3% | +98.8% |
| 5Y | +111.8% | +22.5% | +89.3% | +72.6% |
| All | +142.3% | +481.7% | -339.3% | +65.5% |
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