+364.4%
GDDY vs EXPD
+347.0%
+17.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.7% |
| 7D | -7.6% | -0.9% | -6.7% | -7.2% |
| 30D | +2.0% | +4.1% | -2.1% | +0.4% |
| 3M | +15.1% | +13.8% | +1.3% | +9.0% |
| 6M | -1.1% | +27.3% | -28.4% | -10.9% |
| YTD | -25.1% | +25.4% | -50.6% | -32.8% |
| 1Y | -37.3% | +54.4% | -91.6% | -48.9% |
| 3Y | +24.5% | +67.9% | -43.3% | -5.3% |
| 5Y | +23.5% | +59.2% | -35.7% | -6.0% |
| 10Y | +185.0% | +308.6% | -123.6% | +31.6% |
| All | +364.4% | +347.0% | +17.4% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling