+212.6%
GLW vs EXPD
+55.6%
+157.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | -13.9% | -7.2% | -6.8% | -11.6% |
| 30D | -35.0% | -3.3% | -31.7% | -34.1% |
| 3M | -32.4% | +3.4% | -35.7% | -33.0% |
| 6M | -41.3% | +22.7% | -64.0% | -45.1% |
| YTD | +21.8% | +24.5% | -2.7% | +11.9% |
| 1Y | +21.8% | +38.6% | -16.8% | +7.5% |
| 3Y | +307.7% | +71.5% | +236.2% | +219.5% |
| All | +212.6% | +55.6% | +157.1% | +142.0% |
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