+1,833.6%
GS vs EXPD
+3,106.5%
-1,272.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +5.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +3.9% | +1.8% | +2.0% | +2.9% |
| 3M | -11.4% | +8.9% | -20.4% | -14.9% |
| 6M | +3.7% | +42.2% | -38.5% | -12.0% |
| YTD | +7.1% | +33.4% | -26.2% | -7.2% |
| 1Y | +19.7% | +47.2% | -27.5% | -0.9% |
| 3Y | +202.8% | +81.3% | +121.6% | +124.2% |
| 5Y | +156.7% | +60.2% | +96.5% | +97.3% |
| 10Y | +548.7% | +339.5% | +209.2% | +215.9% |
| All | +1,833.6% | +3,106.5% | -1,272.9% | +430.0% |
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