+1,384.9%
GME vs EXPD
+1,571.9%
-187.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.9% |
| 7D | +3.7% | -7.2% | +10.8% | +6.9% |
| 30D | +2.2% | -3.3% | +5.5% | +3.5% |
| 3M | +30.6% | +3.4% | +27.2% | +28.1% |
| 6M | -0.2% | +22.7% | -22.9% | -9.5% |
| YTD | +25.1% | +24.5% | +0.6% | +11.4% |
| 1Y | +17.7% | +38.6% | -21.0% | -0.3% |
| 3Y | +85.7% | +71.5% | +14.2% | +40.1% |
| 5Y | -52.9% | +56.2% | -109.1% | -63.0% |
| 10Y | +504.9% | +310.5% | +194.5% | +200.0% |
| All | +1,384.9% | +1,571.9% | -187.0% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling