+46.6%
GPN vs EXPD
+335.0%
-288.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.7% | +4.4% |
| 7D | -5.6% | +5.5% | -11.2% | -8.5% |
| 30D | +13.6% | -0.8% | +14.4% | +13.8% |
| 3M | -2.8% | +4.1% | -7.0% | -5.4% |
| 6M | +38.1% | +25.7% | +12.4% | +20.6% |
| YTD | +19.9% | +31.4% | -11.5% | +0.3% |
| 1Y | +23.4% | +42.2% | -18.8% | -1.6% |
| 3Y | -12.6% | +77.2% | -89.8% | -40.4% |
| 5Y | -26.6% | +61.0% | -87.6% | -48.3% |
| All | +46.6% | +335.0% | -288.4% | -41.4% |
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