+401.3%
GH vs EXPD
+183.3%
+217.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -0.1% | -1.1% | +1.1% | +0.5% |
| 30D | -1.1% | +4.1% | -5.2% | -3.2% |
| 3M | +21.3% | +17.9% | +3.4% | +11.0% |
| 6M | +73.5% | +29.2% | +44.3% | +50.2% |
| YTD | +58.0% | +27.4% | +30.7% | +36.6% |
| 1Y | +163.1% | +56.8% | +106.2% | +100.5% |
| 3Y | +361.0% | +68.0% | +293.0% | +226.2% |
| 5Y | +22.5% | +61.9% | -39.3% | -13.3% |
| All | +401.3% | +183.3% | +217.9% | +132.7% |
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