+142.5%
GLD vs EXE
+109.5%
+33.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +4.4% | +8.5% | -4.1% | +3.8% |
| 3M | -1.1% | +5.5% | -6.6% | -1.5% |
| 6M | -13.8% | -5.9% | -7.9% | -13.5% |
| YTD | +2.6% | -9.7% | +12.4% | +3.1% |
| 1Y | +24.5% | +3.6% | +20.9% | +23.8% |
| 3Y | +125.8% | +18.0% | +107.8% | +121.4% |
| All | +142.5% | +109.5% | +33.1% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling