-17.3%
GIS vs EXPD
+337.7%
-355.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | -4.6% | -1.6% | -3.0% | -4.4% |
| 30D | +6.6% | +0.6% | +6.0% | +6.4% |
| 3M | -8.1% | +9.8% | -17.9% | -9.6% |
| 6M | +4.9% | +25.8% | -20.8% | +0.9% |
| YTD | -21.4% | +31.3% | -52.6% | -25.3% |
| 1Y | -21.6% | +40.9% | -62.5% | -26.5% |
| 3Y | -39.3% | +74.7% | -114.0% | -45.8% |
| 5Y | -33.2% | +62.9% | -96.0% | -40.1% |
| 10Y | -17.3% | +334.3% | -351.7% | -42.5% |
| All | -17.3% | +337.7% | -355.0% | -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