-24.9%
GFS vs EXPD
+68.8%
-93.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.2% |
| 7D | -7.8% | -7.2% | -0.7% | -4.6% |
| 30D | -19.7% | -3.3% | -16.4% | -18.2% |
| 3M | -23.1% | +3.4% | -26.5% | -23.9% |
| 6M | -46.4% | +22.7% | -69.1% | -50.9% |
| YTD | +11.0% | +24.5% | -13.5% | -0.8% |
| 1Y | +12.6% | +38.6% | -26.0% | -4.9% |
| 3Y | -24.9% | +71.5% | -96.4% | -43.8% |
| All | -24.9% | +68.8% | -93.8% | -43.8% |
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