+56.0%
EXPE vs GTLB
-49.8%
+105.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | -17.8% | -9.6% | -8.1% | -15.8% |
| 30D | -3.2% | -15.5% | +12.3% | +0.2% |
| 3M | -19.0% | +12.4% | -31.3% | -21.4% |
| 6M | +17.7% | +84.6% | -66.8% | +1.7% |
| YTD | -7.8% | +26.1% | -33.9% | -14.2% |
| 1Y | -1.4% | +1.7% | -3.1% | -4.4% |
| 3Y | +121.9% | +6.1% | +115.9% | +100.9% |
| 5Y | +44.3% | -61.1% | +105.4% | +37.3% |
| All | +56.0% | -49.8% | +105.7% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling