+105.8%
EXC vs GLDM
+219.0%
-113.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +1.1% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | +13.3% | -1.9% | +15.1% | +13.5% |
| 3M | +1.8% | -0.4% | +2.2% | +1.7% |
| 6M | +1.1% | -10.1% | +11.2% | +2.6% |
| YTD | +9.0% | -5.8% | +14.9% | +8.2% |
| 1Y | +3.4% | +3.1% | +0.3% | +0.2% |
| 3Y | +27.7% | +103.4% | -75.7% | +1.0% |
| 5Y | +43.1% | +125.5% | -82.4% | +8.9% |
| All | +105.8% | +219.0% | -113.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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