+38.2%
GEHC vs EXPD
+72.3%
-34.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.8% |
| 7D | +7.6% | -7.2% | +14.7% | +10.5% |
| 30D | +27.5% | -3.3% | +30.7% | +28.8% |
| 3M | +17.2% | +3.4% | +13.8% | +15.2% |
| 6M | +33.6% | +22.7% | +10.9% | +22.1% |
| YTD | +0.6% | +24.5% | -23.9% | -10.0% |
| 1Y | +11.3% | +38.6% | -27.4% | -5.6% |
| 3Y | +16.5% | +71.5% | -55.0% | -12.3% |
| All | +38.2% | +72.3% | -34.1% | +3.5% |
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