-2.4%
GLDM vs EXPD
+36.2%
-38.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +2.9% | -7.4% | +10.3% | +3.5% |
| 30D | -3.9% | -2.1% | -1.8% | -3.9% |
| 3M | -8.1% | +5.7% | -13.8% | -8.9% |
| 6M | -14.7% | +21.4% | -36.1% | -16.7% |
| YTD | -6.6% | +27.6% | -34.2% | -9.4% |
| All | -2.4% | +36.2% | -38.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling