+93.1%
EXPE vs GPN
-46.4%
+139.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.7% |
| 7D | -8.7% | -3.5% | -5.2% | -6.9% |
| 30D | -13.6% | +3.1% | -16.8% | -15.0% |
| 3M | +26.6% | +42.3% | -15.6% | +5.4% |
| 6M | +19.9% | +20.9% | -0.9% | +7.8% |
| YTD | -1.7% | +15.2% | -16.9% | -9.9% |
| 1Y | +29.4% | +5.4% | +24.0% | +23.3% |
| 3Y | +155.7% | -27.4% | +183.1% | +184.5% |
| 5Y | +93.1% | -44.2% | +137.3% | +122.0% |
| All | +93.1% | -46.4% | +139.4% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling