+24.5%
GLD vs EXPE
+40.7%
-16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.9% |
| 7D | -0.5% | -9.5% | +9.0% | -0.8% |
| 30D | +4.4% | -6.6% | +11.0% | +4.2% |
| 3M | -1.1% | +31.4% | -32.5% | 0.0% |
| 6M | -13.8% | +35.2% | -49.0% | -12.4% |
| YTD | +2.6% | +5.8% | -3.2% | +2.7% |
| 1Y | +24.5% | +38.7% | -14.2% | +25.9% |
| All | +24.5% | +40.7% | -16.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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