+74.6%
GAP vs EXPD
+75.3%
-0.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.9% | +5.5% | -7.4% | -5.0% |
| 30D | -7.1% | -0.8% | -6.3% | -6.9% |
| 3M | +4.1% | +4.1% | 0.0% | +1.1% |
| 6M | +1.9% | +25.7% | -23.8% | -12.6% |
| YTD | -15.2% | +31.4% | -46.6% | -31.3% |
| 1Y | -10.6% | +42.2% | -52.8% | -32.1% |
| 3Y | +74.6% | +77.2% | -2.6% | +5.8% |
| All | +74.6% | +75.3% | -0.7% | +5.8% |
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