+26.1%
EXPE vs GTLB
-3.3%
+29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -11.5% | -6.6% | -4.9% | -9.9% |
| 30D | -13.1% | +13.7% | -26.8% | -16.1% |
| 3M | +18.1% | +52.9% | -34.8% | +4.9% |
| 6M | +13.3% | +88.5% | -75.2% | -5.8% |
| YTD | -3.2% | +23.4% | -26.7% | -11.0% |
| 1Y | +26.1% | -3.8% | +30.0% | +22.9% |
| All | +26.1% | -3.3% | +29.4% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling