-10.2%
GLD vs EXPD
+27.5%
-37.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.7% |
| 7D | +1.9% | -4.8% | +6.7% | +1.6% |
| 30D | -1.8% | -1.5% | -0.2% | -2.2% |
| 3M | -3.6% | +4.1% | -7.7% | -4.2% |
| 6M | -10.2% | +24.0% | -34.2% | -8.9% |
| All | -10.2% | +27.5% | -37.7% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling