+554.2%
GLW vs EXPD
+336.9%
+217.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +15.5% | +3.6% | +11.9% | +13.6% |
| 30D | -19.6% | +0.3% | -19.8% | -19.4% |
| 3M | -28.5% | +6.1% | -34.6% | -30.5% |
| 6M | -39.5% | +27.4% | -66.9% | -46.7% |
| YTD | +37.2% | +32.0% | +5.2% | +16.0% |
| 1Y | +35.4% | +40.5% | -5.1% | +10.6% |
| 3Y | +359.7% | +75.7% | +284.0% | +215.7% |
| 5Y | +244.0% | +61.7% | +182.3% | +142.8% |
| All | +554.2% | +336.9% | +217.2% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling