+41.4%
GS vs EXPD
+57.8%
-16.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.9% | -1.1% | +2.1% | +1.2% |
| 30D | -1.6% | +4.1% | -5.6% | -2.5% |
| 3M | -4.5% | +17.9% | -22.4% | -8.1% |
| 6M | +20.9% | +29.2% | -8.4% | +13.6% |
| YTD | +19.9% | +27.4% | -7.5% | +13.7% |
| 1Y | +41.4% | +56.8% | -15.4% | +32.3% |
| All | +41.4% | +57.8% | -16.4% | +32.3% |
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 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