+24.5%
GLD vs EXEL
+59.2%
-34.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.5% | +8.4% | -8.9% | -0.8% |
| 30D | +4.4% | +4.1% | +0.3% | +4.2% |
| 3M | -1.1% | +12.4% | -13.5% | -1.3% |
| 6M | -13.8% | +41.5% | -55.3% | -13.8% |
| YTD | +2.6% | +34.6% | -32.0% | +2.3% |
| 1Y | +24.5% | +57.9% | -33.4% | +28.8% |
| All | +24.5% | +59.2% | -34.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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