+188.5%
GD vs EXPD
+304.0%
-115.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.1% |
| 7D | -5.0% | -7.2% | +2.2% | -2.5% |
| 30D | +8.9% | -3.3% | +12.2% | +10.1% |
| 3M | -8.0% | +3.4% | -11.4% | -9.3% |
| 6M | +2.9% | +22.7% | -19.8% | -4.7% |
| YTD | +7.1% | +24.5% | -17.5% | -2.5% |
| 1Y | +5.9% | +38.6% | -32.7% | -7.4% |
| 3Y | +53.9% | +71.5% | -17.6% | +20.8% |
| 5Y | +95.4% | +56.2% | +39.2% | +56.0% |
| All | +188.5% | +304.0% | -115.5% | +49.5% |
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