+620.7%
GEV vs EXPD
+62.1%
+558.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +3.3% | -1.1% | +4.4% | +3.4% |
| 30D | -7.5% | +4.1% | -11.5% | -7.8% |
| 3M | -2.2% | +17.9% | -20.1% | -3.9% |
| 6M | +12.1% | +29.2% | -17.1% | +8.6% |
| YTD | +44.4% | +27.4% | +17.0% | +39.2% |
| 1Y | +57.7% | +56.8% | +0.8% | +45.5% |
| All | +620.7% | +62.1% | +558.6% | +533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling