-18.5%
GIS vs EXPD
+308.0%
-326.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -8.3% | -0.9% | -7.3% | -8.1% |
| 30D | +2.2% | +4.1% | -1.9% | +1.5% |
| 3M | +15.7% | +13.8% | +1.9% | +13.3% |
| 6M | -12.0% | +27.3% | -39.2% | -15.5% |
| YTD | -15.0% | +25.4% | -40.4% | -18.5% |
| 1Y | -20.1% | +54.4% | -74.5% | -26.4% |
| 3Y | -34.6% | +67.9% | -102.5% | -41.2% |
| 5Y | -22.8% | +59.2% | -82.0% | -30.7% |
| 10Y | -18.5% | +308.6% | -327.1% | -41.7% |
| All | -18.5% | +308.0% | -326.5% | -41.7% |
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