+152.3%
EXPE vs GGLL
+188.6%
-36.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.1% |
| 7D | -9.3% | +3.1% | -12.4% | -9.7% |
| 30D | +0.1% | -36.3% | +36.5% | +8.7% |
| 3M | -15.3% | -40.4% | +25.0% | -7.0% |
| 6M | +5.5% | -54.6% | +60.1% | +21.1% |
| YTD | -8.0% | -31.1% | +23.2% | -5.0% |
| 1Y | +18.9% | -19.2% | +38.1% | +17.3% |
| 3Y | +135.5% | +151.5% | -16.0% | +53.5% |
| All | +152.3% | +188.6% | -36.3% | +47.7% |
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