+9.2%
GAP vs EXPD
+53.8%
-44.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.2% | +11.2% | +8.8% |
| 7D | +8.0% | +0.3% | +7.7% | +7.6% |
| 30D | +2.7% | +1.8% | +0.8% | +1.9% |
| 3M | +16.0% | +8.9% | +7.1% | +12.9% |
| 6M | +2.0% | +42.2% | -40.2% | -9.5% |
| YTD | -4.4% | +33.4% | -37.8% | -18.1% |
| 1Y | +9.2% | +47.2% | -38.0% | -18.4% |
| All | +9.2% | +53.8% | -44.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling