+354.4%
GFI vs EXPD
+60.8%
+293.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -7.0% |
| 7D | +10.4% | -7.4% | +17.8% | +11.5% |
| 30D | +3.6% | -2.1% | +5.7% | +3.8% |
| 3M | -5.1% | +5.7% | -10.8% | -6.0% |
| 6M | -13.0% | +21.4% | -34.4% | -15.7% |
| YTD | -8.0% | +27.6% | -35.7% | -11.7% |
| 1Y | -5.0% | +36.1% | -41.2% | -9.6% |
| 3Y | +228.8% | +69.9% | +158.9% | +197.4% |
| 5Y | +354.4% | +59.7% | +294.7% | +297.9% |
| All | +354.4% | +60.8% | +293.6% | +297.9% |
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