-18.0%
GIS vs EXPD
+334.2%
-352.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.2% |
| 7D | +0.4% | -5.5% | +5.8% | +1.2% |
| 30D | +10.1% | -1.9% | +12.0% | +10.3% |
| 3M | -3.7% | +6.1% | -9.7% | -4.7% |
| 6M | +4.3% | +21.6% | -17.4% | +0.8% |
| YTD | -19.8% | +27.9% | -47.7% | -23.5% |
| 1Y | -20.5% | +39.4% | -59.9% | -25.3% |
| 3Y | -38.3% | +72.7% | -111.0% | -44.9% |
| 5Y | -32.2% | +60.3% | -92.5% | -39.1% |
| 10Y | -18.0% | +332.6% | -350.6% | -42.5% |
| All | -18.0% | +334.2% | -352.1% | -42.5% |
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