-21.3%
GFS vs EXPD
+66.7%
-88.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.4% | -7.1% |
| 7D | -20.7% | -4.8% | -15.9% | -18.1% |
| 30D | -25.2% | -1.5% | -23.7% | -24.2% |
| 3M | -26.3% | +4.1% | -30.4% | -27.9% |
| 6M | -50.7% | +24.0% | -74.7% | -56.9% |
| YTD | +4.5% | +27.4% | -22.9% | -12.2% |
| 1Y | +2.5% | +38.4% | -35.9% | -18.8% |
| 3Y | -30.9% | +73.2% | -104.1% | -55.4% |
| 5Y | -42.6% | +59.9% | -102.5% | -63.0% |
| All | -21.3% | +66.7% | -88.1% | -49.7% |
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