+769.9%
GLD vs EXPE
+710.1%
+59.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.7% |
| 7D | +2.8% | -11.2% | +14.0% | +2.8% |
| 30D | -4.0% | -7.5% | +3.5% | -3.9% |
| 3M | -8.2% | -19.1% | +10.8% | -8.2% |
| 6M | -14.8% | +10.7% | -25.6% | -14.8% |
| YTD | -6.8% | -9.9% | +3.1% | -6.8% |
| 1Y | -2.4% | -4.6% | +2.2% | -2.4% |
| 3Y | +105.8% | +116.8% | -11.0% | +105.3% |
| 5Y | +113.3% | +38.6% | +74.7% | +112.4% |
| 10Y | +208.4% | +115.9% | +92.6% | +206.7% |
| All | +769.9% | +710.1% | +59.8% | +757.4% |
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