+205.7%
GLW vs EXPD
+52.5%
+153.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.5% | -8.5% | -11.4% |
| 7D | -19.7% | -4.8% | -14.9% | -18.2% |
| 30D | -38.8% | -1.5% | -37.3% | -38.3% |
| 3M | -33.9% | +4.1% | -38.0% | -34.6% |
| 6M | -36.0% | +24.0% | -60.0% | -40.3% |
| YTD | +18.7% | +27.4% | -8.7% | +8.3% |
| 1Y | +19.8% | +38.4% | -18.6% | +5.9% |
| 3Y | +294.3% | +73.2% | +221.1% | +208.7% |
| 5Y | +205.7% | +59.9% | +145.9% | +134.8% |
| All | +205.7% | +52.5% | +153.2% | +134.8% |
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