+246.5%
GM vs EXPD
+355.6%
-109.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | +1.9% | -1.1% | +3.1% | +2.6% |
| 30D | -1.4% | +4.1% | -5.4% | -3.7% |
| 3M | +5.9% | +17.9% | -12.0% | -4.0% |
| 6M | +12.4% | +29.2% | -16.8% | -4.1% |
| YTD | +8.6% | +27.4% | -18.7% | -7.9% |
| 1Y | +52.6% | +56.8% | -4.2% | +13.1% |
| 3Y | +169.7% | +68.0% | +101.6% | +86.1% |
| 5Y | +87.5% | +61.9% | +25.7% | +29.9% |
| 10Y | +233.0% | +316.0% | -83.0% | +25.1% |
| All | +246.5% | +355.6% | -109.1% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling