+119.8%
EXPE vs GLDM
+219.1%
-99.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.8% |
| 7D | -9.3% | +4.7% | -14.0% | -9.6% |
| 30D | +0.1% | -0.9% | +1.0% | +0.1% |
| 3M | -15.3% | -4.3% | -11.0% | -15.2% |
| 6M | +5.5% | -13.4% | +18.9% | +5.9% |
| YTD | -8.0% | -5.8% | -2.2% | -8.5% |
| 1Y | +18.9% | +2.1% | +16.8% | +17.3% |
| 3Y | +135.5% | +105.0% | +30.5% | +113.6% |
| 5Y | +44.3% | +122.5% | -78.2% | +27.0% |
| All | +119.8% | +219.1% | -99.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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