+643.2%
GEV vs EXPD
+59.7%
+583.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.3% |
| 7D | +8.1% | -0.9% | +9.0% | +8.2% |
| 30D | -1.9% | +4.1% | -6.0% | -2.3% |
| 3M | +4.1% | +13.8% | -9.7% | +2.6% |
| 6M | +23.2% | +27.3% | -4.1% | +19.5% |
| YTD | +48.9% | +25.4% | +23.5% | +43.8% |
| 1Y | +62.2% | +54.4% | +7.8% | +50.0% |
| All | +643.2% | +59.7% | +583.5% | +553.9% |
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