+219.4%
GLDM vs EXPD
+178.5%
+40.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +4.7% | -7.2% | +11.8% | +4.9% |
| 30D | -0.9% | -3.3% | +2.4% | -0.8% |
| 3M | -4.3% | +3.4% | -7.7% | -4.5% |
| 6M | -13.4% | +22.7% | -36.1% | -14.1% |
| YTD | -5.8% | +24.5% | -30.3% | -6.7% |
| 1Y | +2.1% | +38.6% | -36.6% | +0.9% |
| 3Y | +105.0% | +71.5% | +33.5% | +101.0% |
| 5Y | +122.5% | +56.2% | +66.2% | +117.9% |
| All | +219.4% | +178.5% | +40.9% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling