-63.3%
GTLB vs EXPD
+55.6%
-118.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -0.4% |
| 7D | -11.1% | -7.2% | -3.9% | -6.8% |
| 30D | -7.5% | -3.3% | -4.2% | -5.5% |
| 3M | +34.8% | +3.4% | +31.4% | +31.3% |
| 6M | +98.0% | +22.7% | +75.3% | +71.2% |
| YTD | +28.1% | +24.5% | +3.6% | +6.4% |
| 1Y | +5.6% | +38.6% | -33.1% | -20.1% |
| 3Y | +15.9% | +71.5% | -55.6% | -32.6% |
| All | -63.3% | +55.6% | -118.8% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling