+174.2%
EXPE vs GLDM
+128.8%
+45.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -9.5% | -0.5% | -9.0% | -9.5% |
| 30D | -6.6% | +4.4% | -11.0% | -6.5% |
| 3M | +31.4% | -1.1% | +32.4% | +31.1% |
| 6M | +35.2% | -13.7% | +48.9% | +33.6% |
| YTD | +5.8% | +2.8% | +3.0% | +5.2% |
| 1Y | +38.7% | +24.8% | +13.8% | +35.6% |
| All | +174.2% | +128.8% | +45.4% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling