+94.1%
EXPD vs GGLL
+184.7%
-90.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -4.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | -1.5% | -36.3% | +34.7% | +2.2% |
| 3M | +4.1% | -42.7% | +46.8% | +9.0% |
| 6M | +24.0% | -53.1% | +77.1% | +31.6% |
| YTD | +27.4% | -32.1% | +59.5% | +29.0% |
| 1Y | +38.4% | -20.1% | +58.4% | +37.2% |
| 3Y | +73.2% | +151.7% | -78.5% | +38.4% |
| All | +94.1% | +184.7% | -90.5% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling