-8.1%
GLD vs EXPD
+41.2%
-49.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -5.5% | +3.6% | -9.1% | -5.8% |
| 30D | -7.0% | +0.3% | -7.3% | -7.2% |
| 3M | -12.4% | +6.1% | -18.4% | -13.0% |
| 6M | -18.0% | +27.4% | -45.4% | -20.4% |
| YTD | -10.5% | +32.0% | -42.4% | -13.4% |
| 1Y | -8.1% | +40.5% | -48.6% | -10.8% |
| All | -8.1% | +41.2% | -49.3% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling