+427.0%
GE vs EXPD
+62.8%
+364.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.6% |
| 7D | +4.0% | -1.6% | +5.6% | +4.5% |
| 30D | +11.1% | +0.6% | +10.4% | +10.8% |
| 3M | -6.7% | +9.8% | -16.5% | -9.6% |
| 6M | +14.3% | +25.8% | -11.5% | +5.9% |
| YTD | +11.7% | +31.3% | -19.5% | +1.0% |
| 1Y | +10.9% | +40.9% | -30.0% | -2.5% |
| 3Y | +279.0% | +74.7% | +204.3% | +198.0% |
| 5Y | +427.0% | +62.9% | +364.1% | +293.8% |
| All | +427.0% | +62.8% | +364.2% | +293.8% |
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