+18.6%
GEHC vs EXPD
+75.1%
-56.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -2.3% |
| 7D | -3.7% | -1.6% | -2.2% | -3.2% |
| 30D | +22.0% | +0.6% | +21.4% | +21.4% |
| 3M | +13.6% | +9.8% | +3.8% | +9.0% |
| 6M | +34.0% | +25.8% | +8.3% | +21.1% |
| YTD | +0.9% | +31.3% | -30.4% | -12.1% |
| 1Y | +12.7% | +40.9% | -28.2% | -5.5% |
| All | +18.6% | +75.1% | -56.5% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling