+162.4%
GE vs EXPD
+334.2%
-171.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.6% |
| 7D | +6.3% | -5.5% | +11.7% | +8.8% |
| 30D | +8.9% | -1.9% | +10.8% | +9.7% |
| 3M | -9.2% | +6.1% | -15.3% | -11.8% |
| 6M | +13.2% | +21.6% | -8.4% | +3.2% |
| YTD | +9.4% | +27.9% | -18.5% | -4.0% |
| 1Y | +9.8% | +39.4% | -29.6% | -7.8% |
| 3Y | +278.2% | +72.7% | +205.5% | +176.0% |
| 5Y | +396.0% | +60.3% | +335.7% | +267.2% |
| 10Y | +162.4% | +332.6% | -170.2% | +10.9% |
| All | +162.4% | +334.2% | -171.8% | +10.9% |
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 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