+69.6%
GAP vs EXPD
+68.8%
+0.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -2.8% |
| 7D | -3.8% | -7.2% | +3.4% | +0.3% |
| 30D | -9.0% | -3.3% | -5.8% | -7.5% |
| 3M | +5.5% | +3.4% | +2.1% | +2.6% |
| 6M | -11.1% | +22.7% | -33.8% | -22.8% |
| YTD | -13.6% | +24.5% | -38.1% | -27.6% |
| 1Y | -2.9% | +38.6% | -41.5% | -25.4% |
| 3Y | +69.6% | +71.5% | -1.9% | +7.1% |
| All | +69.6% | +68.8% | +0.8% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling