+118.6%
GLD vs EXE
+61.0%
+57.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +4.7% | -6.6% | +11.3% | +5.1% |
| 30D | -0.9% | -4.0% | +3.1% | -0.7% |
| 3M | -4.4% | -7.5% | +3.0% | -4.0% |
| 6M | -13.6% | -11.7% | -1.9% | -13.0% |
| YTD | -6.0% | -22.0% | +16.0% | -4.7% |
| 1Y | +1.8% | -21.8% | +23.6% | +3.1% |
| 3Y | +103.2% | +8.0% | +95.2% | +100.1% |
| All | +118.6% | +61.0% | +57.6% | +112.0% |
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 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