+773.5%
EXPE vs GPN
+490.8%
+282.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.8% |
| 7D | -11.5% | -6.2% | -5.3% | -8.2% |
| 30D | -13.1% | +1.0% | -14.1% | -13.6% |
| 3M | +18.1% | +36.9% | -18.7% | -1.1% |
| 6M | +13.3% | +16.8% | -3.5% | +2.8% |
| YTD | -3.2% | +13.2% | -16.5% | -11.3% |
| 1Y | +26.1% | +1.4% | +24.7% | +22.0% |
| 3Y | +151.7% | -28.6% | +180.4% | +183.6% |
| 5Y | +88.3% | -47.0% | +135.3% | +141.9% |
| 10Y | +158.0% | +25.2% | +132.9% | +109.5% |
| All | +773.5% | +490.8% | +282.7% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling