+1.4%
GPN vs EXPD
+56.9%
-55.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -3.0% |
| 7D | -6.2% | +1.2% | -7.4% | -6.5% |
| 30D | +1.0% | +5.2% | -4.2% | -0.3% |
| 3M | +36.9% | +13.2% | +23.7% | +32.0% |
| 6M | +16.8% | +30.3% | -13.5% | +8.0% |
| YTD | +13.2% | +27.0% | -13.8% | +5.3% |
| 1Y | +1.4% | +57.3% | -55.9% | -15.8% |
| All | +1.4% | +56.9% | -55.4% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling