+142.4%
GILD vs EXPD
+61.1%
+81.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -4.8% | +2.0% | -6.8% | -5.2% |
| 30D | +5.8% | +4.4% | +1.4% | +5.0% |
| 3M | +14.9% | +15.7% | -0.8% | +11.9% |
| 6M | -0.4% | +37.5% | -37.8% | -6.1% |
| YTD | +18.5% | +29.9% | -11.4% | +12.5% |
| 1Y | +25.1% | +57.8% | -32.7% | +14.1% |
| 3Y | +105.9% | +71.6% | +34.3% | +82.4% |
| All | +142.4% | +61.1% | +81.4% | +113.0% |
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