-3.9%
GLD vs EXE
-21.4%
+17.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -2.0% | +1.5% | -3.5% | -2.0% |
| 30D | -4.4% | -0.2% | -4.2% | -4.5% |
| 3M | -8.9% | -9.2% | +0.3% | -8.9% |
| 6M | -16.0% | -7.2% | -8.7% | -16.1% |
| YTD | -7.9% | -18.3% | +10.4% | -8.4% |
| 1Y | -3.9% | -23.6% | +19.7% | -3.5% |
| All | -3.9% | -21.4% | +17.5% | -3.5% |
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