+1,374.6%
GIS vs EXPD
+30,988.6%
-29,614.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.0% |
| 7D | +0.4% | -5.5% | +5.8% | +0.8% |
| 30D | +10.1% | -1.9% | +12.0% | +10.2% |
| 3M | -3.7% | +6.1% | -9.7% | -4.2% |
| 6M | +4.3% | +21.6% | -17.4% | +2.4% |
| YTD | -19.8% | +27.9% | -47.7% | -21.8% |
| 1Y | -20.5% | +39.4% | -59.9% | -23.1% |
| 3Y | -38.3% | +72.7% | -111.0% | -41.7% |
| 5Y | -32.2% | +60.3% | -92.5% | -35.9% |
| 10Y | -18.0% | +332.6% | -350.6% | -29.0% |
| All | +1,374.6% | +30,988.6% | -29,614.0% | +886.7% |
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 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