+94.1%
EXPD vs GGLL
+328.7%
-234.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -1.1% | -4.8% | +3.6% | -0.7% |
| 30D | +4.1% | -13.7% | +17.8% | +5.5% |
| 3M | +17.9% | -21.9% | +39.8% | +20.1% |
| 6M | +29.2% | +11.7% | +17.6% | +25.6% |
| YTD | +27.4% | +2.3% | +25.1% | +24.9% |
| 1Y | +56.8% | +76.2% | -19.3% | +43.5% |
| 3Y | +68.0% | +245.0% | -177.0% | +32.2% |
| All | +94.1% | +328.7% | -234.6% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling