-50.6%
GME vs EXPD
+60.9%
-111.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.9% | +5.5% | -2.6% | +0.3% |
| 30D | -4.8% | -0.8% | -4.0% | -4.6% |
| 3M | +39.2% | +4.1% | +35.1% | +35.9% |
| 6M | +17.1% | +25.7% | -8.6% | +3.2% |
| YTD | +28.7% | +31.4% | -2.7% | +9.0% |
| 1Y | +23.3% | +42.2% | -18.9% | -0.5% |
| 3Y | +112.9% | +77.2% | +35.7% | +42.6% |
| All | -50.6% | +60.9% | -111.4% | -71.6% |
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 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