+243.8%
GLW vs EXPD
+61.0%
+182.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +8.3% |
| 7D | -5.9% | -5.5% | -0.4% | -3.9% |
| 30D | -26.0% | -1.9% | -24.1% | -25.3% |
| 3M | -29.9% | +6.1% | -36.0% | -31.1% |
| 6M | -37.8% | +21.6% | -59.4% | -41.5% |
| YTD | +33.1% | +27.9% | +5.2% | +21.3% |
| 1Y | +36.8% | +39.4% | -2.6% | +20.7% |
| 3Y | +356.1% | +72.7% | +283.4% | +258.0% |
| 5Y | +243.8% | +60.3% | +183.5% | +164.0% |
| All | +243.8% | +61.0% | +182.8% | +164.0% |
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