+119.7%
GLD vs EXE
+155.8%
-36.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +4.9% | -3.9% | +8.9% | +5.2% |
| 30D | -1.3% | -2.6% | +1.2% | -1.2% |
| 3M | -4.8% | -6.9% | +2.1% | -4.4% |
| 6M | -12.5% | -9.3% | -3.2% | -12.1% |
| YTD | -4.2% | -20.7% | +16.5% | -3.0% |
| 1Y | +3.0% | -21.8% | +24.9% | +4.4% |
| 3Y | +109.1% | +16.2% | +92.9% | +105.2% |
| 5Y | +121.6% | +61.1% | +60.5% | +113.1% |
| All | +119.7% | +155.8% | -36.1% | +103.0% |
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