+185.7%
GS vs EXPD
+61.6%
+124.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +0.9% | -1.1% | +2.1% | +1.4% |
| 30D | -1.6% | +4.1% | -5.6% | -3.1% |
| 3M | -4.5% | +17.9% | -22.4% | -10.7% |
| 6M | +20.9% | +29.2% | -8.4% | +8.5% |
| YTD | +19.9% | +27.4% | -7.5% | +7.6% |
| 1Y | +41.4% | +56.8% | -15.4% | +15.6% |
| 3Y | +239.2% | +68.0% | +171.1% | +164.1% |
| All | +185.7% | +61.6% | +124.2% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling