+96.6%
GLD vs EXPE
+124.3%
-27.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -5.5% | -4.2% | -1.3% | -5.5% |
| 30D | -7.0% | -4.5% | -2.5% | -7.0% |
| 3M | -12.4% | -19.7% | +7.3% | -12.3% |
| 6M | -18.0% | +18.3% | -36.3% | -17.9% |
| YTD | -10.5% | -7.3% | -3.1% | -10.3% |
| 1Y | -8.1% | -3.9% | -4.2% | -8.0% |
| All | +96.6% | +124.3% | -27.7% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling