+52.1%
GPN vs EXPD
+329.8%
-277.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +3.7% | -7.4% | +11.1% | +7.9% |
| 30D | +23.6% | -2.1% | +25.7% | +24.8% |
| 3M | +18.3% | +5.7% | +12.6% | +14.4% |
| 6M | +47.8% | +21.4% | +26.4% | +31.8% |
| YTD | +32.6% | +27.6% | +4.9% | +12.9% |
| 1Y | +36.0% | +36.1% | -0.1% | +11.3% |
| 3Y | -3.9% | +69.9% | -73.7% | -32.7% |
| 5Y | -19.4% | +59.7% | -79.1% | -43.0% |
| 10Y | +52.1% | +323.0% | -271.0% | -36.1% |
| All | +52.1% | +329.8% | -277.8% | -36.1% |
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 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