+5.6%
GTLB vs EXPD
+75.3%
-69.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -0.7% | +5.5% | -6.3% | -2.3% |
| 30D | -10.2% | -0.8% | -9.4% | -10.0% |
| 3M | +10.1% | +4.1% | +6.0% | +8.8% |
| 6M | +116.5% | +25.7% | +90.8% | +101.7% |
| YTD | +27.2% | +31.4% | -4.2% | +15.6% |
| 1Y | +8.6% | +42.2% | -33.6% | -4.7% |
| 3Y | +5.6% | +77.2% | -71.6% | -18.9% |
| All | +5.6% | +75.3% | -69.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling