+212.2%
GLD vs EXEL
+445.6%
-233.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.9% |
| 7D | +4.9% | +2.3% | +2.6% | +4.9% |
| 30D | -1.3% | +19.8% | -21.2% | -1.4% |
| 3M | -4.8% | +32.7% | -37.4% | -4.8% |
| 6M | -12.5% | +49.0% | -61.5% | -12.6% |
| YTD | -4.2% | +63.7% | -67.9% | -4.3% |
| 1Y | +3.0% | +75.8% | -72.7% | +3.0% |
| 3Y | +109.1% | +241.3% | -132.2% | +108.3% |
| 5Y | +121.6% | +289.0% | -167.5% | +120.4% |
| 10Y | +212.2% | +377.6% | -165.4% | +220.9% |
| All | +212.2% | +445.6% | -233.3% | +220.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling