+35.8%
GFS vs EXPD
+57.8%
-22.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | -8.6% | +4.1% | -12.7% | -9.4% |
| 3M | -46.5% | +17.9% | -64.5% | -48.6% |
| 6M | -4.8% | +29.2% | -34.1% | -11.0% |
| YTD | +29.7% | +27.4% | +2.3% | +19.9% |
| 1Y | +35.8% | +56.8% | -21.0% | +18.2% |
| All | +35.8% | +57.8% | -22.0% | +18.2% |
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