+45.6%
GM vs EXPD
+56.9%
-11.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.6% | -2.4% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | -4.6% | +5.2% | -9.8% | -4.8% |
| 3M | +0.2% | +13.2% | -13.0% | -0.6% |
| 6M | +12.6% | +30.3% | -17.7% | +10.4% |
| YTD | +3.7% | +27.0% | -23.3% | +1.9% |
| 1Y | +45.6% | +57.3% | -11.7% | +41.5% |
| All | +45.6% | +56.9% | -11.2% | +41.5% |
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