-13.8%
GLD vs EXPE
+37.3%
-51.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.8% |
| 7D | -0.5% | -9.5% | +9.0% | -0.3% |
| 30D | +4.4% | -6.6% | +11.0% | +4.5% |
| 3M | -1.1% | +31.4% | -32.5% | -1.9% |
| 6M | -13.8% | +35.2% | -49.0% | -14.3% |
| All | -13.8% | +37.3% | -51.1% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling