+104.9%
EXPE vs GLDM
+143.3%
-38.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | +31.4% | -1.1% | +32.4% | +31.2% |
| 6M | +35.2% | -13.7% | +48.9% | +35.3% |
| YTD | +5.8% | +2.8% | +3.0% | +4.5% |
| 1Y | +38.7% | +24.8% | +13.8% | +32.7% |
| 3Y | +175.8% | +127.8% | +48.0% | +134.1% |
| All | +104.9% | +143.3% | -38.4% | +57.5% |
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