+152.8%
EXPE vs GGLL
+206.6%
-53.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.5% |
| 7D | -17.8% | +2.9% | -20.7% | -18.2% |
| 30D | -3.2% | -33.1% | +29.9% | +4.0% |
| 3M | -19.0% | -31.2% | +12.2% | -13.5% |
| 6M | +17.7% | -49.4% | +67.1% | +32.1% |
| YTD | -7.8% | -26.8% | +19.1% | -5.9% |
| 1Y | -1.4% | -17.7% | +16.4% | -2.7% |
| 3Y | +121.9% | +160.4% | -38.5% | +44.1% |
| All | +152.8% | +206.6% | -53.8% | +46.2% |
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