+51.6%
EXPE vs GLDM
+126.2%
-74.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.8% | -14.6% | -13.8% |
| 7D | -3.6% | +1.9% | -5.5% | -3.8% |
| 30D | +4.8% | -1.7% | +6.5% | +4.7% |
| 3M | -14.6% | -3.5% | -11.1% | -14.6% |
| 6M | +10.0% | -10.1% | +20.0% | +10.1% |
| YTD | -3.3% | -5.0% | +1.8% | -4.3% |
| 1Y | +28.4% | +2.8% | +25.6% | +25.9% |
| 3Y | +145.1% | +105.1% | +40.0% | +110.2% |
| 5Y | +51.6% | +124.3% | -72.6% | +15.2% |
| All | +51.6% | +126.2% | -74.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling