-52.0%
GTLB vs EXPD
+71.2%
-123.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +11.1% | -1.1% | +12.2% | +11.8% |
| 30D | +37.8% | +4.1% | +33.7% | +34.1% |
| 3M | +61.6% | +17.9% | +43.7% | +44.4% |
| 6M | +98.9% | +29.2% | +69.7% | +66.1% |
| YTD | +32.8% | +27.4% | +5.4% | +9.7% |
| 1Y | +14.7% | +56.8% | -42.2% | -21.3% |
| 3Y | +1.3% | +68.0% | -66.7% | -37.5% |
| All | -52.0% | +71.2% | -123.3% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling