+231.3%
GM vs EXPD
+316.4%
-85.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.6% | -3.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.7% |
| 30D | -4.6% | +5.2% | -9.8% | -7.3% |
| 3M | +0.2% | +13.2% | -13.0% | -6.8% |
| 6M | +12.6% | +30.3% | -17.7% | -3.7% |
| YTD | +3.7% | +27.0% | -23.3% | -11.4% |
| 1Y | +45.6% | +57.3% | -11.7% | +8.6% |
| 3Y | +162.0% | +70.0% | +92.0% | +80.3% |
| 5Y | +80.5% | +61.6% | +18.9% | +25.5% |
| 10Y | +231.3% | +321.1% | -89.7% | +23.6% |
| All | +231.3% | +316.4% | -85.1% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling