-2.4%
GFS vs EXPD
+66.7%
-69.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.7% |
| 30D | -8.6% | +4.1% | -12.7% | -10.8% |
| 3M | -46.5% | +17.9% | -64.5% | -51.9% |
| 6M | -4.8% | +29.2% | -34.1% | -19.3% |
| YTD | +29.7% | +27.4% | +2.3% | +8.6% |
| 1Y | +35.8% | +56.8% | -21.0% | -2.4% |
| 3Y | -18.3% | +68.0% | -86.4% | -46.2% |
| All | -2.4% | +66.7% | -69.1% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling