+211.8%
GLD vs EXPD
+337.7%
-125.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.2% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | -4.4% | +0.6% | -5.1% | -4.5% |
| 3M | -8.9% | +9.8% | -18.7% | -9.2% |
| 6M | -16.0% | +25.8% | -41.7% | -16.7% |
| YTD | -7.9% | +31.3% | -39.1% | -8.7% |
| 1Y | -3.9% | +40.9% | -44.8% | -4.9% |
| 3Y | +103.4% | +74.7% | +28.7% | +99.8% |
| 5Y | +109.7% | +62.9% | +46.9% | +105.6% |
| 10Y | +211.8% | +334.3% | -122.5% | +214.0% |
| All | +211.8% | +337.7% | -125.9% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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