+159.7%
GILD vs EXPD
+332.1%
-172.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -4.8% | +2.0% | -6.8% | -5.3% |
| 30D | +5.8% | +4.4% | +1.4% | +4.6% |
| 3M | +14.9% | +15.7% | -0.8% | +10.7% |
| 6M | -0.4% | +37.5% | -37.8% | -8.4% |
| YTD | +18.5% | +29.9% | -11.4% | +10.0% |
| 1Y | +25.1% | +57.8% | -32.7% | +9.8% |
| 3Y | +105.9% | +71.6% | +34.3% | +73.9% |
| 5Y | +143.0% | +62.2% | +80.7% | +104.3% |
| All | +159.7% | +332.1% | -172.4% | +63.6% |
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