+115.5%
EXPE vs GPC
+85.6%
+29.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.1% |
| 7D | -9.3% | +1.6% | -10.9% | -9.9% |
| 30D | +0.1% | -2.1% | +2.2% | +1.4% |
| 3M | -15.3% | -6.8% | -8.5% | -11.7% |
| 6M | +5.5% | +18.6% | -13.1% | -5.1% |
| YTD | -8.0% | +2.7% | -10.6% | -11.0% |
| 1Y | +18.9% | +1.8% | +17.1% | +15.7% |
| 3Y | +135.5% | +1.1% | +134.5% | +118.5% |
| 5Y | +44.3% | +4.1% | +40.2% | +28.6% |
| All | +115.5% | +85.6% | +29.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling