+28.1%
GDDY vs EXPD
+61.4%
-33.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.8% |
| 7D | -7.0% | +1.2% | -8.2% | -7.3% |
| 30D | +6.2% | +6.8% | -0.6% | +4.2% |
| 3M | +20.0% | +14.9% | +5.1% | +15.2% |
| 6M | +6.8% | +34.6% | -27.8% | -2.3% |
| YTD | -22.3% | +27.7% | -50.0% | -28.4% |
| 1Y | -33.5% | +57.7% | -91.2% | -43.1% |
| 3Y | +29.2% | +70.9% | -41.7% | +4.4% |
| 5Y | +28.1% | +59.5% | -31.4% | +3.4% |
| All | +28.1% | +61.4% | -33.4% | +3.4% |
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