-54.5%
GTLB vs EXPD
+76.5%
-130.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | -0.3% |
| 7D | -9.6% | -1.6% | -8.1% | -8.7% |
| 30D | -15.5% | +0.6% | -16.1% | -15.9% |
| 3M | +12.4% | +9.8% | +2.6% | +5.5% |
| 6M | +84.6% | +25.8% | +58.8% | +58.1% |
| YTD | +26.1% | +31.3% | -5.2% | +2.0% |
| 1Y | +1.7% | +40.9% | -39.2% | -22.5% |
| 3Y | +6.1% | +74.7% | -68.6% | -36.4% |
| 5Y | -61.1% | +62.9% | -124.0% | -80.8% |
| All | -54.5% | +76.5% | -130.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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