+44.9%
GOOGL vs EXPD
+55.4%
-10.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -4.4% | +4.1% | -8.5% | -4.8% |
| 3M | -6.8% | +13.8% | -20.6% | -8.2% |
| 6M | +13.6% | +27.3% | -13.7% | +10.4% |
| YTD | +8.3% | +25.4% | -17.1% | +5.4% |
| 1Y | +44.9% | +54.4% | -9.4% | +39.7% |
| All | +44.9% | +55.4% | -10.5% | +39.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling