+153.5%
EXPE vs GTLB
-8.4%
+161.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.4% | -2.5% | -6.6% |
| 7D | -9.8% | +4.6% | -14.3% | -10.7% |
| 30D | -11.5% | +21.0% | -32.5% | -15.5% |
| 3M | +21.7% | +51.7% | -30.0% | +9.9% |
| 6M | +10.4% | +89.3% | -78.9% | -6.4% |
| YTD | -2.5% | +25.6% | -28.2% | -9.7% |
| 1Y | +27.3% | -1.5% | +28.9% | +23.3% |
| 3Y | +153.5% | -9.9% | +163.4% | +121.1% |
| All | +153.5% | -8.4% | +161.9% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling