+153.1%
GE vs EXPD
+315.7%
-162.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -11.6% | +4.1% | -15.6% | -13.2% |
| 3M | +3.0% | +17.9% | -14.9% | -4.5% |
| 6M | -0.5% | +29.2% | -29.8% | -12.0% |
| YTD | +9.7% | +27.4% | -17.6% | -3.3% |
| 1Y | +20.0% | +56.8% | -36.8% | -5.2% |
| 3Y | +275.8% | +68.0% | +207.8% | +178.4% |
| 5Y | +429.1% | +61.9% | +367.2% | +287.5% |
| All | +153.1% | +315.7% | -162.6% | +9.5% |
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