-62.0%
GME vs EXPD
+60.9%
-122.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | +0.4% | -0.9% | +1.4% | +0.9% |
| 30D | -1.4% | +4.1% | -5.5% | -3.5% |
| 3M | -15.1% | +13.8% | -28.9% | -21.0% |
| 6M | -22.5% | +27.3% | -49.8% | -32.2% |
| YTD | -5.9% | +25.4% | -31.4% | -18.2% |
| 1Y | -18.6% | +54.4% | -73.0% | -38.2% |
| 3Y | +6.7% | +67.9% | -61.2% | -26.3% |
| 5Y | -62.0% | +59.2% | -121.2% | -75.7% |
| All | -62.0% | +60.9% | -122.9% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling