-23.1%
EXE vs GLDM
-8.0%
-15.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.3% | -4.6% | +9.9% | +5.3% |
| 30D | -2.2% | -5.5% | +3.3% | -2.2% |
| 3M | -5.9% | -10.9% | +5.0% | -5.8% |
| 6M | -5.7% | -17.3% | +11.6% | -5.6% |
| YTD | -17.8% | -10.2% | -7.7% | -21.6% |
| 1Y | -23.1% | -6.9% | -16.2% | -30.4% |
| All | -23.1% | -8.0% | -15.1% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling