+75.8%
GM vs EXPE
+92.3%
-16.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -2.4% | -5.8% | +3.3% | -0.7% |
| 30D | -1.1% | -13.6% | +12.5% | +3.1% |
| 3M | +6.1% | +25.2% | -19.1% | -1.8% |
| 6M | +15.0% | +22.3% | -7.4% | +6.6% |
| YTD | +6.0% | -0.3% | +6.3% | +3.4% |
| 1Y | +47.1% | +27.8% | +19.3% | +31.1% |
| 3Y | +170.5% | +162.4% | +8.1% | +77.7% |
| All | +75.8% | +92.3% | -16.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · 6 months rolling