+524.6%
GFI vs EXPD
+61.0%
+463.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +4.7% | +1.2% | +3.5% | +4.5% |
| 30D | +14.4% | +5.2% | +9.2% | +13.6% |
| 3M | +32.5% | +13.2% | +19.3% | +30.2% |
| 6M | -7.2% | +30.3% | -37.5% | -10.9% |
| YTD | +10.9% | +27.0% | -16.2% | +6.9% |
| 1Y | +35.5% | +57.3% | -21.8% | +26.8% |
| 3Y | +312.1% | +70.0% | +242.1% | +275.1% |
| 5Y | +524.6% | +61.6% | +463.0% | +442.6% |
| All | +524.6% | +61.0% | +463.6% | +442.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling