+488.8%
GS vs EXPD
+313.3%
+175.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -4.1% |
| 7D | -6.3% | -4.8% | -1.5% | -4.0% |
| 30D | -3.1% | -1.5% | -1.6% | -2.5% |
| 3M | -17.7% | +4.1% | -21.8% | -19.5% |
| 6M | -4.6% | +24.0% | -28.6% | -15.0% |
| YTD | +0.3% | +27.4% | -27.1% | -13.1% |
| 1Y | +11.7% | +38.4% | -26.7% | -7.5% |
| 3Y | +183.6% | +73.2% | +110.4% | +101.8% |
| 5Y | +141.0% | +59.9% | +81.1% | +75.1% |
| All | +488.8% | +313.3% | +175.5% | +134.7% |
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