+104.1%
GLD vs EXPE
+46.0%
+58.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -5.5% | -6.1% | +0.6% | -5.4% |
| 3M | -10.9% | -21.3% | +10.4% | -10.8% |
| 6M | -17.4% | +19.0% | -36.4% | -17.5% |
| YTD | -10.3% | -8.4% | -1.9% | -10.3% |
| 1Y | -7.2% | -2.8% | -4.4% | -7.2% |
| 3Y | +96.9% | +120.8% | -23.8% | +93.3% |
| All | +104.1% | +46.0% | +58.1% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling