+105.5%
GLD vs EXE
+161.3%
-55.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | +2.9% | -8.4% | -5.7% |
| 30D | -7.0% | -4.9% | -2.1% | -6.7% |
| 3M | -12.4% | -8.3% | -4.1% | -11.9% |
| 6M | -18.0% | -7.8% | -10.2% | -17.7% |
| YTD | -10.5% | -19.0% | +8.6% | -9.5% |
| 1Y | -8.1% | -24.8% | +16.8% | -6.6% |
| 3Y | +97.7% | +20.8% | +76.9% | +93.5% |
| 5Y | +103.4% | +76.2% | +27.2% | +94.7% |
| All | +105.5% | +161.3% | -55.8% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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