-6.8%
GFI vs EXPD
+40.0%
-46.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | +2.2% | +0.6% | +1.6% | +1.8% |
| 3M | -4.6% | +9.8% | -14.4% | -6.2% |
| 6M | -16.7% | +25.8% | -42.5% | -20.0% |
| YTD | -9.5% | +31.3% | -40.7% | -15.0% |
| 1Y | -6.8% | +40.9% | -47.8% | -13.6% |
| All | -6.8% | +40.0% | -46.9% | -13.6% |
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