+688.7%
GFI vs EXPD
+30,859.1%
-30,170.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +3.1% | -1.1% | +4.3% | +3.2% |
| 30D | +27.1% | +4.1% | +23.0% | +26.6% |
| 3M | +21.2% | +17.9% | +3.3% | +19.2% |
| 6M | -4.5% | +29.2% | -33.7% | -7.0% |
| YTD | +11.7% | +27.4% | -15.6% | +8.9% |
| 1Y | +46.0% | +56.8% | -10.8% | +39.4% |
| 3Y | +309.6% | +68.0% | +241.5% | +286.4% |
| 5Y | +506.0% | +61.9% | +444.2% | +470.5% |
| 10Y | +1,009.2% | +316.0% | +693.2% | +850.4% |
| All | +688.7% | +30,859.1% | -30,170.3% | +590.9% |
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 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