+47.3%
EXPE vs GPC
+4.3%
+42.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -6.1% | -6.3% | +0.2% | -2.9% |
| 3M | -21.3% | -8.2% | -13.1% | -17.7% |
| 6M | +19.0% | +27.1% | -8.1% | +5.0% |
| YTD | -8.4% | +3.1% | -11.5% | -11.1% |
| 1Y | -2.8% | +0.1% | -2.9% | -4.1% |
| 3Y | +120.8% | +0.2% | +120.5% | +104.9% |
| All | +47.3% | +4.3% | +42.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling