+206.1%
GLD vs EXPD
+335.0%
-128.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | +5.5% | -10.1% | -4.7% |
| 30D | -5.5% | -0.8% | -4.7% | -5.5% |
| 3M | -10.9% | +4.1% | -15.0% | -11.1% |
| 6M | -17.4% | +25.7% | -43.1% | -18.1% |
| YTD | -10.3% | +31.4% | -41.7% | -11.2% |
| 1Y | -7.2% | +42.2% | -49.3% | -8.2% |
| 3Y | +96.9% | +77.2% | +19.7% | +93.3% |
| 5Y | +103.8% | +61.0% | +42.8% | +99.7% |
| All | +206.1% | +335.0% | -128.9% | +206.9% |
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