+206.1%
GLD vs EXC
+205.3%
+0.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -4.6% | +1.4% | -6.0% | -4.7% |
| 30D | -5.5% | +8.6% | -14.0% | -6.1% |
| 3M | -10.9% | +2.4% | -13.3% | -11.1% |
| 6M | -17.4% | +6.5% | -23.9% | -18.0% |
| YTD | -10.3% | +9.0% | -19.4% | -11.1% |
| 1Y | -7.2% | +4.6% | -11.7% | -7.7% |
| 3Y | +96.9% | +33.5% | +63.4% | +91.1% |
| 5Y | +103.8% | +41.4% | +62.4% | +96.5% |
| All | +206.1% | +205.3% | +0.8% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling