-54.0%
GME vs EXPD
+55.6%
-109.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +5.0% |
| 7D | +3.7% | -7.2% | +10.8% | +7.2% |
| 30D | +2.2% | -3.3% | +5.5% | +3.7% |
| 3M | +30.6% | +3.4% | +27.2% | +27.7% |
| 6M | -0.2% | +22.7% | -22.9% | -11.1% |
| YTD | +25.1% | +24.5% | +0.6% | +8.7% |
| 1Y | +17.7% | +38.6% | -21.0% | -4.3% |
| 3Y | +85.7% | +71.5% | +14.2% | +25.3% |
| All | -54.0% | +55.6% | -109.6% | -74.1% |
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 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