+211.6%
GM vs EXPD
+335.0%
-123.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | +5.5% | -5.7% | -3.0% |
| 30D | +3.6% | -0.8% | +4.4% | +3.8% |
| 3M | -0.2% | +4.1% | -4.4% | -2.6% |
| 6M | +13.9% | +25.7% | -11.8% | -0.1% |
| YTD | +6.5% | +31.4% | -24.9% | -10.8% |
| 1Y | +20.7% | +42.2% | -21.5% | -3.6% |
| 3Y | +229.5% | +77.2% | +152.3% | +121.6% |
| 5Y | +41.5% | +61.0% | -19.5% | -0.8% |
| All | +211.6% | +335.0% | -123.4% | +23.2% |
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