+63.7%
EXE vs GLDM
+126.2%
-62.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -5.6% | +1.9% | -7.5% | -6.0% |
| 30D | -3.3% | -1.7% | -1.6% | -3.0% |
| 3M | -5.5% | -3.5% | -1.9% | -5.0% |
| 6M | -13.4% | -10.1% | -3.4% | -11.6% |
| YTD | -21.3% | -5.0% | -16.3% | -22.8% |
| 1Y | -20.7% | +2.8% | -23.5% | -24.6% |
| 3Y | +3.9% | +105.1% | -101.2% | -29.2% |
| 5Y | +63.7% | +124.3% | -60.6% | +7.4% |
| All | +63.7% | +126.2% | -62.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling