+216.0%
GLD vs EXC
+153.9%
+62.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | -3.7% | +8.1% | +4.7% |
| 3M | -1.1% | -1.3% | +0.2% | -1.1% |
| 6M | -13.8% | -9.7% | -4.1% | -13.1% |
| YTD | +2.6% | +2.9% | -0.3% | +2.2% |
| 1Y | +24.5% | +4.4% | +20.1% | +23.8% |
| 3Y | +125.8% | +22.2% | +103.6% | +120.6% |
| 5Y | +137.8% | +46.7% | +91.1% | +128.6% |
| All | +216.0% | +153.9% | +62.2% | +182.3% |
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