+2.8%
GLDM vs EXPD
+42.2%
-39.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.2% |
| 7D | +1.9% | -4.8% | +6.7% | +2.2% |
| 30D | -1.7% | -1.5% | -0.2% | -1.7% |
| 3M | -3.5% | +4.1% | -7.6% | -4.2% |
| 6M | -10.1% | +24.0% | -34.1% | -12.6% |
| YTD | -5.0% | +27.4% | -32.5% | -8.4% |
| 1Y | +2.8% | +38.4% | -35.6% | -1.2% |
| All | +2.8% | +42.2% | -39.5% | -1.2% |
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