+19.4%
GLD vs EXE
+3.8%
+15.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | +0.3% | +6.4% | -6.1% | 0.0% |
| 3M | +0.6% | +9.2% | -8.6% | +0.1% |
| 6M | -15.6% | -7.0% | -8.6% | -15.2% |
| YTD | +0.9% | -9.5% | +10.3% | +1.0% |
| 1Y | +19.4% | +6.2% | +13.2% | +21.6% |
| All | +19.4% | +3.8% | +15.6% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling