+46.4%
GH vs EXPD
+60.9%
-14.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +0.6% | +5.5% | -5.0% | -2.1% |
| 30D | -6.9% | -0.8% | -6.1% | -6.4% |
| 3M | -4.9% | +4.1% | -9.1% | -6.7% |
| 6M | +54.1% | +25.7% | +28.4% | +37.4% |
| YTD | +48.5% | +31.4% | +17.1% | +27.8% |
| 1Y | +61.2% | +42.2% | +19.0% | +32.7% |
| 3Y | +570.3% | +77.2% | +493.2% | +364.2% |
| All | +46.4% | +60.9% | -14.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling