-33.8%
GIS vs EXPD
+60.9%
-94.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -3.4% | +5.5% | -8.9% | -3.9% |
| 30D | +6.9% | -0.8% | +7.7% | +6.9% |
| 3M | -10.1% | +4.1% | -14.3% | -10.6% |
| 6M | +5.9% | +25.7% | -19.8% | +3.3% |
| YTD | -21.1% | +31.4% | -52.5% | -23.6% |
| 1Y | -22.5% | +42.2% | -64.7% | -25.7% |
| 3Y | -39.0% | +77.2% | -116.2% | -43.5% |
| All | -33.8% | +60.9% | -94.7% | -36.3% |
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 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