-18.0%
GIS vs EXPD
+61.6%
-79.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -7.8% | -1.1% | -6.7% | -7.7% |
| 30D | +6.6% | +4.1% | +2.5% | +6.1% |
| 3M | +21.0% | +17.9% | +3.1% | +18.9% |
| 6M | -9.1% | +29.2% | -38.3% | -11.5% |
| YTD | -13.6% | +27.4% | -41.0% | -16.0% |
| 1Y | -18.0% | +56.8% | -74.8% | -22.5% |
| 3Y | -33.7% | +68.0% | -101.7% | -38.3% |
| All | -18.0% | +61.6% | -79.6% | -22.4% |
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