+105.8%
GLD vs EXC
+29.1%
+76.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -4.0% | +9.0% | -13.0% | -4.4% |
| 3M | -8.2% | +3.3% | -11.5% | -8.4% |
| 6M | -14.8% | +5.7% | -20.5% | -15.3% |
| YTD | -6.8% | +7.3% | -14.1% | -7.3% |
| 1Y | -2.4% | +2.9% | -5.3% | -2.5% |
| 3Y | +105.8% | +29.3% | +76.4% | +98.3% |
| All | +105.8% | +29.1% | +76.7% | +98.3% |
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