+25.9%
GM vs EXPD
+39.4%
-13.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.4% | -7.4% | +7.8% | +1.0% |
| 30D | +7.2% | -2.1% | +9.3% | +7.3% |
| 3M | +1.0% | +5.7% | -4.7% | +0.6% |
| 6M | +13.0% | +21.4% | -8.3% | +11.2% |
| YTD | +9.8% | +27.6% | -17.8% | +5.3% |
| 1Y | +25.9% | +36.1% | -10.2% | +18.8% |
| All | +25.9% | +39.4% | -13.5% | +18.8% |
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 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