+368.5%
GH vs EXPD
+177.1%
+191.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.5% |
| 7D | -15.6% | -7.2% | -8.5% | -12.1% |
| 30D | -10.4% | -3.3% | -7.1% | -8.6% |
| 3M | -4.3% | +3.4% | -7.6% | -5.9% |
| 6M | +63.5% | +22.7% | +40.9% | +46.5% |
| YTD | +47.7% | +24.5% | +23.2% | +29.3% |
| 1Y | +56.7% | +38.6% | +18.1% | +29.0% |
| 3Y | +443.9% | +71.5% | +372.4% | +279.2% |
| 5Y | +36.9% | +56.2% | -19.3% | -1.0% |
| All | +368.5% | +177.1% | +191.5% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling