+14.6%
GAP vs EXPD
+334.2%
-319.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +1.3% |
| 7D | 0.0% | -5.5% | +5.5% | +4.4% |
| 30D | -4.3% | -1.9% | -2.4% | -3.1% |
| 3M | +9.4% | +6.1% | +3.3% | +3.4% |
| 6M | -3.3% | +21.6% | -24.9% | -18.8% |
| YTD | -10.5% | +27.9% | -38.4% | -30.3% |
| 1Y | -2.4% | +39.4% | -41.8% | -29.4% |
| 3Y | +80.1% | +72.7% | +7.4% | +6.2% |
| 5Y | +6.5% | +60.3% | -53.9% | -33.5% |
| 10Y | +14.6% | +332.6% | -318.0% | -67.7% |
| All | +14.6% | +334.2% | -319.6% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling