+39.5%
EXPE vs GLDM
+121.8%
-82.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| YTD | -8.0% | -5.8% | -2.2% | -8.9% |
| 1Y | +18.9% | +2.1% | +16.8% | +16.6% |
| 3Y | +135.5% | +105.0% | +30.5% | +102.0% |
| All | +39.5% | +121.8% | -82.3% | +6.0% |
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