+40.3%
GEHC vs EXPD
+76.5%
-36.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +3.7% | -7.4% | +11.1% | +6.6% |
| 30D | +27.3% | -2.1% | +29.4% | +28.1% |
| 3M | +14.7% | +5.7% | +9.1% | +11.8% |
| 6M | +31.9% | +21.4% | +10.6% | +21.2% |
| YTD | +2.2% | +27.6% | -25.4% | -9.4% |
| 1Y | +14.1% | +36.1% | -22.1% | -2.1% |
| 3Y | +21.0% | +69.9% | -48.9% | -8.7% |
| All | +40.3% | +76.5% | -36.2% | +4.2% |
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