+222.0%
GLDM vs EXPD
+185.0%
+37.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.0% |
| 7D | +1.9% | -4.8% | +6.7% | +2.0% |
| 30D | -1.7% | -1.5% | -0.2% | -1.7% |
| 3M | -3.5% | +4.1% | -7.6% | -3.7% |
| 6M | -10.1% | +24.0% | -34.1% | -10.8% |
| YTD | -5.0% | +27.4% | -32.5% | -6.0% |
| 1Y | +2.8% | +38.4% | -35.6% | +1.6% |
| 3Y | +105.1% | +73.2% | +31.9% | +101.0% |
| 5Y | +124.3% | +59.9% | +64.4% | +119.5% |
| All | +222.0% | +185.0% | +37.0% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling