+1,488.6%
GIS vs EXPD
+30,859.1%
-29,370.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.5% |
| 7D | -7.8% | -1.1% | -6.7% | -7.8% |
| 30D | +6.6% | +4.1% | +2.5% | +6.2% |
| 3M | +21.0% | +17.9% | +3.1% | +19.2% |
| 6M | -9.1% | +29.2% | -38.3% | -11.2% |
| YTD | -13.6% | +27.4% | -41.0% | -15.7% |
| 1Y | -18.0% | +56.8% | -74.8% | -21.5% |
| 3Y | -33.7% | +68.0% | -101.7% | -37.2% |
| 5Y | -19.4% | +61.9% | -81.3% | -23.9% |
| 10Y | -21.3% | +316.0% | -337.3% | -31.6% |
| All | +1,488.6% | +30,859.1% | -29,370.5% | +964.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling