+643.6%
GOOGL vs EXPD
+329.8%
+313.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.6% | -7.4% | +10.0% | +5.7% |
| 30D | -18.3% | -2.1% | -16.2% | -17.7% |
| 3M | -19.6% | +5.7% | -25.3% | -21.6% |
| 6M | -28.2% | +21.4% | -49.6% | -34.1% |
| YTD | -8.0% | +27.6% | -35.6% | -18.5% |
| 1Y | -0.7% | +36.1% | -36.8% | -14.4% |
| 3Y | +118.8% | +69.9% | +48.9% | +65.1% |
| 5Y | +98.9% | +59.7% | +39.2% | +51.4% |
| 10Y | +643.6% | +323.0% | +320.6% | +283.3% |
| All | +643.6% | +329.8% | +313.8% | +283.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling