+3.6%
GAP vs EXPD
+60.9%
-57.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.9% | +5.5% | -7.4% | -5.8% |
| 30D | -7.1% | -0.8% | -6.3% | -6.8% |
| 3M | +4.1% | +4.1% | 0.0% | +0.3% |
| 6M | +1.9% | +25.7% | -23.8% | -15.6% |
| YTD | -15.2% | +31.4% | -46.6% | -34.3% |
| 1Y | -10.6% | +42.2% | -52.8% | -35.4% |
| 3Y | +74.6% | +77.2% | -2.6% | +1.9% |
| All | +3.6% | +60.9% | -57.3% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling