-20.1%
GIS vs EXPD
+55.4%
-75.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -8.3% | -0.9% | -7.3% | -8.2% |
| 30D | +2.2% | +4.1% | -1.9% | +2.0% |
| 3M | +15.7% | +13.8% | +1.9% | +15.2% |
| 6M | -12.0% | +27.3% | -39.2% | -12.3% |
| YTD | -15.0% | +25.4% | -40.4% | -15.2% |
| 1Y | -20.1% | +54.4% | -74.5% | -21.3% |
| All | -20.1% | +55.4% | -75.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling