+1,025.1%
GFI vs EXPD
+324.8%
+700.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -5.1% | +1.2% | -6.3% | -5.3% |
| 30D | +13.4% | +6.8% | +6.6% | +12.6% |
| 3M | +36.2% | +14.9% | +21.3% | +34.1% |
| 6M | -9.8% | +34.6% | -44.4% | -13.0% |
| YTD | +7.7% | +27.7% | -20.0% | +4.5% |
| 1Y | +27.2% | +57.7% | -30.5% | +20.6% |
| 3Y | +300.3% | +70.9% | +229.4% | +273.1% |
| 5Y | +539.8% | +59.5% | +480.3% | +490.8% |
| All | +1,025.1% | +324.8% | +700.4% | +1,152.0% |
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