+168.3%
GM vs EXPD
+66.3%
+102.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -1.8% | +4.1% | -5.9% | -2.8% |
| 3M | +2.6% | +13.8% | -11.2% | -0.9% |
| 6M | +14.6% | +27.3% | -12.7% | +7.1% |
| YTD | +6.2% | +25.4% | -19.2% | -1.2% |
| 1Y | +48.7% | +54.4% | -5.7% | +28.2% |
| 3Y | +168.3% | +67.9% | +100.4% | +111.1% |
| All | +168.3% | +66.3% | +102.0% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling