+17.5%
GFS vs EXPD
+39.7%
-22.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.0% |
| 7D | -3.1% | -5.5% | +2.3% | -1.1% |
| 30D | -16.0% | -1.9% | -14.1% | -15.1% |
| 3M | -24.7% | +6.1% | -30.8% | -25.3% |
| 6M | -45.1% | +21.6% | -66.7% | -47.5% |
| YTD | +16.5% | +27.9% | -11.4% | +4.3% |
| All | +17.5% | +39.7% | -22.2% | +2.6% |
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 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