-2.4%
GLD vs EXPD
+39.4%
-41.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +2.8% | -7.4% | +10.2% | +3.5% |
| 30D | -4.0% | -2.1% | -1.9% | -3.9% |
| 3M | -8.2% | +5.7% | -13.9% | -9.0% |
| 6M | -14.8% | +21.4% | -36.2% | -16.9% |
| YTD | -6.8% | +27.6% | -34.4% | -9.6% |
| 1Y | -2.4% | +36.1% | -38.5% | -4.9% |
| All | -2.4% | +39.4% | -41.8% | -4.9% |
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 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