+27.2%
GFS vs EXPD
+40.4%
-13.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +7.4% | +5.5% | +1.9% | +5.5% |
| 30D | -15.3% | -0.8% | -14.5% | -14.8% |
| 3M | -21.1% | +4.1% | -25.2% | -21.6% |
| 6M | -44.5% | +25.7% | -70.2% | -47.3% |
| YTD | +19.2% | +31.4% | -12.2% | +6.6% |
| 1Y | +27.2% | +42.2% | -14.9% | +11.2% |
| All | +27.2% | +40.4% | -13.2% | +11.2% |
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