+140.6%
EXE vs GLDM
+118.6%
+22.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -6.6% | +4.7% | -11.2% | -7.5% |
| 30D | -4.0% | -0.9% | -3.1% | -3.9% |
| 3M | -7.5% | -4.3% | -3.1% | -6.8% |
| 6M | -11.7% | -13.4% | +1.7% | -8.9% |
| YTD | -22.0% | -5.8% | -16.2% | -23.3% |
| 1Y | -21.8% | +2.1% | -23.9% | -25.4% |
| 3Y | +8.0% | +105.0% | -97.0% | -25.9% |
| 5Y | +62.3% | +122.5% | -60.2% | +5.8% |
| All | +140.6% | +118.6% | +22.0% | +54.5% |
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