+97.2%
GD vs EXPD
+61.6%
+35.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -5.3% | -1.1% | -4.1% | -5.0% |
| 30D | -6.4% | +4.1% | -10.5% | -7.2% |
| 3M | +5.7% | +17.9% | -12.2% | +2.0% |
| 6M | -0.9% | +29.2% | -30.2% | -6.5% |
| YTD | +8.2% | +27.4% | -19.2% | +2.0% |
| 1Y | +13.4% | +56.8% | -43.4% | +1.7% |
| 3Y | +68.5% | +68.0% | +0.5% | +47.0% |
| All | +97.2% | +61.6% | +35.7% | +69.8% |
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 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