+190.0%
EXPE vs GGLL
+328.7%
-138.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | -9.5% | -4.8% | -4.8% | -8.6% |
| 30D | -6.6% | -13.7% | +7.1% | -3.8% |
| 3M | +31.4% | -21.9% | +53.2% | +36.8% |
| 6M | +35.2% | +11.7% | +23.5% | +27.8% |
| YTD | +5.8% | +2.3% | +3.5% | +2.0% |
| 1Y | +38.7% | +76.2% | -37.5% | +15.4% |
| 3Y | +175.8% | +245.0% | -69.2% | +71.3% |
| All | +190.0% | +328.7% | -138.6% | +58.6% |
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