+52.3%
GM vs EXPD
+57.8%
-5.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +1.7% | -1.1% | +2.9% | +1.8% |
| 30D | -1.6% | +4.1% | -5.6% | -1.7% |
| 3M | +5.7% | +17.9% | -12.2% | +4.5% |
| 6M | +12.2% | +29.2% | -17.1% | +10.0% |
| YTD | +8.4% | +27.4% | -18.9% | +6.5% |
| 1Y | +52.3% | +56.8% | -4.5% | +48.1% |
| All | +52.3% | +57.8% | -5.5% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling