+152.1%
EXE vs GLDM
+114.3%
+37.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +1.5% | -2.0% | +3.5% | +1.9% |
| 30D | -0.2% | -4.4% | +4.2% | +0.7% |
| 3M | -9.2% | -8.8% | -0.4% | -7.6% |
| 6M | -7.2% | -15.9% | +8.6% | -3.7% |
| YTD | -18.3% | -7.7% | -10.6% | -19.3% |
| 1Y | -23.6% | -3.6% | -20.0% | -25.9% |
| 3Y | +21.9% | +105.2% | -83.3% | -16.9% |
| 5Y | +73.7% | +112.8% | -39.1% | +14.8% |
| All | +152.1% | +114.3% | +37.8% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling