+746.1%
GLD vs EXPD
+843.4%
-97.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.9% |
| 7D | +1.9% | -4.8% | +6.7% | +1.9% |
| 30D | -1.8% | -1.5% | -0.2% | -1.8% |
| 3M | -3.6% | +4.1% | -7.7% | -3.7% |
| 6M | -10.2% | +24.0% | -34.2% | -10.5% |
| YTD | -5.3% | +27.4% | -32.7% | -5.6% |
| 1Y | +2.5% | +38.4% | -35.9% | +2.0% |
| 3Y | +103.2% | +73.2% | +30.0% | +101.6% |
| 5Y | +121.1% | +59.9% | +61.2% | +119.2% |
| 10Y | +201.9% | +319.9% | -118.1% | +197.5% |
| All | +746.1% | +843.4% | -97.4% | +727.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling