-16.4%
GFS vs EXPD
+63.0%
-79.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.6% |
| 7D | -7.8% | -7.2% | -0.7% | -3.4% |
| 30D | -19.7% | -3.3% | -16.4% | -17.8% |
| 3M | -23.1% | +3.4% | -26.5% | -24.5% |
| 6M | -46.4% | +22.7% | -69.1% | -52.9% |
| YTD | +11.0% | +24.5% | -13.5% | -5.5% |
| 1Y | +12.6% | +38.6% | -26.0% | -11.1% |
| 3Y | -24.9% | +71.5% | -96.4% | -51.4% |
| 5Y | -39.1% | +56.2% | -95.3% | -60.2% |
| All | -16.4% | +63.0% | -79.4% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling