+56.8%
EXPD vs GGLL
+80.0%
-23.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | -1.1% | -4.8% | +3.6% | -0.9% |
| 30D | +4.1% | -13.7% | +17.8% | +4.8% |
| 3M | +17.9% | -21.9% | +39.8% | +19.2% |
| 6M | +29.2% | +11.7% | +17.6% | +26.8% |
| YTD | +27.4% | +2.3% | +25.1% | +25.9% |
| 1Y | +56.8% | +76.2% | -19.3% | +50.3% |
| All | +56.8% | +80.0% | -23.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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