+1,710.5%
GS vs EXPD
+2,963.4%
-1,252.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -4.4% |
| 7D | -6.3% | -4.8% | -1.5% | -4.3% |
| 30D | -3.1% | -1.5% | -1.6% | -2.5% |
| 3M | -17.7% | +4.1% | -21.8% | -19.2% |
| 6M | -4.6% | +24.0% | -28.6% | -13.7% |
| YTD | +0.3% | +27.4% | -27.1% | -11.3% |
| 1Y | +11.7% | +38.4% | -26.7% | -4.9% |
| 3Y | +183.6% | +73.2% | +110.4% | +114.4% |
| 5Y | +141.0% | +59.9% | +81.1% | +85.5% |
| 10Y | +507.4% | +319.9% | +187.5% | +202.1% |
| All | +1,710.5% | +2,963.4% | -1,252.9% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling