+153.1%
EXPE vs GPC
+79.8%
+73.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.9% | -5.0% | -6.2% |
| 7D | -9.8% | +0.2% | -10.0% | -9.8% |
| 30D | -11.5% | -0.4% | -11.1% | -11.2% |
| 3M | +21.7% | +39.2% | -17.5% | +0.2% |
| 6M | +10.4% | +18.2% | -7.8% | -0.5% |
| YTD | -2.5% | +12.1% | -14.6% | -10.3% |
| 1Y | +27.3% | -0.7% | +28.0% | +25.8% |
| 3Y | +153.5% | -1.7% | +155.2% | +140.0% |
| 5Y | +91.1% | +29.3% | +61.8% | +49.2% |
| 10Y | +153.1% | +80.7% | +72.4% | +55.7% |
| All | +153.1% | +79.8% | +73.3% | +55.7% |
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