+216.0%
GLD vs EXPD
+315.7%
-99.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +4.4% | +4.1% | +0.3% | +4.3% |
| 3M | -1.1% | +17.9% | -19.0% | -1.6% |
| 6M | -13.8% | +29.2% | -43.0% | -14.5% |
| YTD | +2.6% | +27.4% | -24.7% | +1.8% |
| 1Y | +24.5% | +56.8% | -32.3% | +23.0% |
| 3Y | +125.8% | +68.0% | +57.8% | +122.3% |
| 5Y | +137.8% | +61.9% | +75.9% | +133.5% |
| All | +216.0% | +315.7% | -99.6% | +224.2% |
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