+58.6%
GD vs EXPD
+80.8%
-22.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +10.5% | +1.8% | +8.7% | +10.2% |
| 3M | -5.0% | +8.9% | -13.9% | -6.5% |
| 6M | +5.5% | +42.2% | -36.7% | -1.7% |
| YTD | +10.3% | +33.4% | -23.0% | +3.7% |
| 1Y | +8.2% | +47.2% | -39.0% | -0.6% |
| All | +58.6% | +80.8% | -22.2% | +38.3% |
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 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