+342.1%
GLW vs EXPD
+61.6%
+280.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | +3.8% | -1.1% | +4.9% | +4.2% |
| 30D | -1.3% | +4.1% | -5.4% | -2.5% |
| 3M | -21.8% | +17.9% | -39.7% | -25.7% |
| 6M | +6.9% | +29.2% | -22.3% | -1.8% |
| YTD | +77.2% | +27.4% | +49.8% | +62.0% |
| 1Y | +123.2% | +56.8% | +66.4% | +88.3% |
| 3Y | +400.0% | +68.0% | +332.0% | +301.0% |
| All | +342.1% | +61.6% | +280.6% | +237.6% |
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