+45.4%
GILD vs EXPD
+53.8%
-8.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.4% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | +20.6% | +1.8% | +18.8% | +20.4% |
| 3M | +29.7% | +8.9% | +20.8% | +28.7% |
| 6M | +33.1% | +42.2% | -9.1% | +29.3% |
| YTD | +44.7% | +33.4% | +11.4% | +43.6% |
| 1Y | +45.4% | +47.2% | -1.8% | +48.8% |
| All | +45.4% | +53.8% | -8.4% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling