-29.3%
GFS vs EXPD
+72.7%
-102.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.4% | -7.9% |
| 7D | -20.7% | -4.8% | -15.9% | -18.8% |
| 30D | -25.2% | -1.5% | -23.7% | -24.4% |
| 3M | -26.3% | +4.1% | -30.4% | -27.3% |
| 6M | -50.7% | +24.0% | -74.7% | -55.0% |
| YTD | +4.5% | +27.4% | -22.9% | -7.4% |
| 1Y | +2.5% | +38.4% | -35.9% | -13.2% |
| All | -29.3% | +72.7% | -102.1% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling