+858.0%
GLD vs EXPE
+851.4%
+6.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.8% |
| 7D | -0.5% | -9.5% | +9.0% | -0.5% |
| 30D | +4.4% | -6.6% | +11.0% | +4.4% |
| 3M | -1.1% | +31.4% | -32.5% | -1.1% |
| 6M | -13.8% | +35.2% | -49.0% | -13.8% |
| YTD | +2.6% | +5.8% | -3.2% | +2.6% |
| 1Y | +24.5% | +38.7% | -14.2% | +24.4% |
| 3Y | +125.8% | +175.8% | -49.9% | +125.2% |
| 5Y | +137.8% | +111.8% | +26.0% | +136.8% |
| 10Y | +221.4% | +179.7% | +41.7% | +219.6% |
| All | +858.0% | +851.4% | +6.6% | +844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling