+493.3%
GME vs EXPD
+334.2%
+159.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.7% |
| 7D | +5.8% | -5.5% | +11.3% | +8.2% |
| 30D | -3.7% | -1.9% | -1.8% | -3.0% |
| 3M | +33.6% | +6.1% | +27.5% | +29.6% |
| 6M | +5.4% | +21.6% | -16.2% | -4.1% |
| YTD | +27.4% | +27.9% | -0.4% | +11.9% |
| 1Y | +19.0% | +39.4% | -20.4% | +0.2% |
| 3Y | +101.5% | +72.7% | +28.8% | +49.2% |
| 5Y | -50.5% | +60.3% | -110.8% | -62.9% |
| 10Y | +493.3% | +332.6% | +160.8% | +179.6% |
| All | +493.3% | +334.2% | +159.2% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling