+24.5%
GLD vs EXC
+2.6%
+22.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -1.0% |
| 7D | -0.5% | -0.7% | +0.1% | -0.6% |
| 30D | +4.4% | -4.6% | +9.0% | +4.0% |
| 3M | -1.1% | -2.2% | +1.1% | -1.4% |
| 6M | -13.8% | -10.6% | -3.2% | -13.8% |
| YTD | +2.6% | +1.9% | +0.7% | +4.1% |
| 1Y | +24.5% | +3.4% | +21.1% | +27.8% |
| All | +24.5% | +2.6% | +22.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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