+174.2%
EXPE vs GGLL
+245.5%
-71.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -9.5% | -4.8% | -4.8% | -8.7% |
| 30D | -6.6% | -13.7% | +7.1% | -4.3% |
| 3M | +31.4% | -21.9% | +53.2% | +35.8% |
| 6M | +35.2% | +11.7% | +23.5% | +29.1% |
| YTD | +5.8% | +2.3% | +3.5% | +2.8% |
| 1Y | +38.7% | +76.2% | -37.5% | +19.5% |
| All | +174.2% | +245.5% | -71.4% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling