+104.1%
GLD vs EXE
+76.7%
+27.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -4.6% | +5.3% | -9.9% | -4.9% |
| 30D | -5.5% | -2.2% | -3.3% | -5.3% |
| 3M | -10.9% | -5.9% | -5.0% | -10.6% |
| 6M | -17.4% | -5.7% | -11.7% | -17.2% |
| YTD | -10.3% | -17.8% | +7.5% | -9.4% |
| 1Y | -7.2% | -23.1% | +16.0% | -5.7% |
| 3Y | +96.9% | +21.2% | +75.7% | +92.3% |
| All | +104.1% | +76.7% | +27.3% | +95.8% |
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