+190.4%
GD vs EXPD
+313.3%
-123.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | -0.8% |
| 7D | -3.9% | -4.8% | +0.9% | -2.3% |
| 30D | +8.1% | -1.5% | +9.6% | +8.6% |
| 3M | -6.8% | +4.1% | -10.9% | -8.2% |
| 6M | +3.0% | +24.0% | -21.0% | -5.0% |
| YTD | +7.8% | +27.4% | -19.6% | -2.6% |
| 1Y | +5.8% | +38.4% | -32.6% | -7.4% |
| 3Y | +55.3% | +73.2% | -17.9% | +21.6% |
| 5Y | +96.7% | +59.9% | +36.8% | +55.8% |
| All | +190.4% | +313.3% | -123.0% | +49.3% |
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 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