+534.9%
GEV vs EXPD
+62.8%
+472.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +6.7% |
| 7D | -3.8% | -5.5% | +1.7% | -3.0% |
| 30D | -17.4% | -1.9% | -15.5% | -17.0% |
| 3M | -16.2% | +6.1% | -22.3% | -16.5% |
| 6M | -20.2% | +21.6% | -41.8% | -21.7% |
| YTD | +27.2% | +27.9% | -0.7% | +22.9% |
| 1Y | +44.6% | +39.4% | +5.2% | +37.4% |
| All | +534.9% | +62.8% | +472.1% | +458.9% |
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