+162.4%
EXPE vs GPN
-27.6%
+190.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -5.8% | -4.6% | -1.2% | -3.6% |
| 30D | -13.6% | -0.3% | -13.3% | -13.5% |
| 3M | +25.2% | +35.4% | -10.3% | +8.5% |
| 6M | +22.3% | +21.7% | +0.7% | +10.7% |
| YTD | -0.3% | +14.9% | -15.2% | -7.6% |
| 1Y | +27.8% | +3.2% | +24.6% | +23.5% |
| 3Y | +162.4% | -27.1% | +189.6% | +178.8% |
| All | +162.4% | -27.6% | +190.0% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling