+129.7%
GLDM vs EXPD
+68.7%
+61.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +4.4% | +4.1% | +0.3% | +4.3% |
| 3M | -1.1% | +17.9% | -19.0% | -1.7% |
| 6M | -13.7% | +29.2% | -42.9% | -14.5% |
| YTD | +2.8% | +27.4% | -24.6% | +1.9% |
| 1Y | +24.8% | +56.8% | -32.0% | +23.9% |
| All | +129.7% | +68.7% | +61.0% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling