+103.2%
GLD vs EXC
+26.3%
+76.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +4.7% | -1.2% | +5.9% | +4.8% |
| 30D | -0.9% | +10.0% | -10.8% | -1.4% |
| 3M | -4.4% | +1.6% | -6.0% | -4.5% |
| 6M | -13.6% | +3.3% | -16.8% | -13.8% |
| YTD | -6.0% | +7.6% | -13.6% | -6.6% |
| 1Y | +1.8% | +3.5% | -1.7% | +1.6% |
| 3Y | +103.2% | +27.7% | +75.5% | +96.3% |
| All | +103.2% | +26.3% | +76.9% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling