+125.5%
GLDM vs EXPD
+63.6%
+61.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +3.8% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | -1.9% | +1.8% | -3.7% | -2.0% |
| 3M | -0.4% | +8.9% | -9.3% | -0.8% |
| 6M | -10.1% | +42.2% | -52.3% | -11.4% |
| YTD | -5.8% | +33.4% | -39.2% | -7.0% |
| 1Y | +3.1% | +47.2% | -44.1% | +1.6% |
| 3Y | +103.4% | +81.3% | +22.1% | +98.9% |
| 5Y | +125.5% | +60.2% | +65.3% | +121.1% |
| All | +125.5% | +63.6% | +61.9% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling