+855.0%
EXPE vs GPC
+492.2%
+362.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.4% |
| 7D | -9.5% | +1.2% | -10.7% | -10.2% |
| 30D | -6.6% | +6.0% | -12.6% | -10.2% |
| 3M | +31.4% | +42.6% | -11.2% | +2.4% |
| 6M | +35.2% | +22.8% | +12.4% | +16.3% |
| YTD | +5.8% | +15.5% | -9.6% | -6.4% |
| 1Y | +38.7% | +2.0% | +36.6% | +33.6% |
| 3Y | +175.8% | -1.4% | +177.2% | +156.2% |
| 5Y | +111.8% | +30.6% | +81.2% | +56.4% |
| 10Y | +179.7% | +80.6% | +99.1% | +52.0% |
| All | +855.0% | +492.2% | +362.8% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling