+155.5%
GE vs EXPD
+304.0%
-148.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.7% |
| 7D | +7.1% | -7.2% | +14.3% | +10.5% |
| 30D | +6.5% | -3.3% | +9.7% | +7.9% |
| 3M | -13.6% | +3.4% | -17.0% | -15.1% |
| 6M | +6.0% | +22.7% | -16.7% | -3.8% |
| YTD | +5.4% | +24.5% | -19.1% | -6.5% |
| 1Y | +6.5% | +38.6% | -32.2% | -10.4% |
| 3Y | +268.6% | +71.5% | +197.1% | +169.4% |
| 5Y | +389.0% | +56.2% | +332.8% | +266.2% |
| All | +155.5% | +304.0% | -148.5% | +14.7% |
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