+62.2%
GEV vs EXPD
+55.4%
+6.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.0% |
| 7D | +8.1% | -0.9% | +9.0% | +8.0% |
| 30D | -1.9% | +4.1% | -6.0% | -1.6% |
| 3M | +4.1% | +13.8% | -9.7% | +5.3% |
| 6M | +23.2% | +27.3% | -4.1% | +25.6% |
| YTD | +48.9% | +25.4% | +23.5% | +51.4% |
| 1Y | +62.2% | +54.4% | +7.8% | +70.8% |
| All | +62.2% | +55.4% | +6.7% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling