+104.1%
GLD vs EXEL
+281.2%
-177.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | -5.5% | +13.1% | -18.6% | -5.6% |
| 3M | -10.9% | +36.3% | -47.2% | -11.2% |
| 6M | -17.4% | +34.5% | -52.0% | -17.7% |
| YTD | -10.3% | +57.4% | -67.7% | -10.6% |
| 1Y | -7.2% | +62.9% | -70.1% | -7.4% |
| 3Y | +96.9% | +229.5% | -132.6% | +93.0% |
| All | +104.1% | +281.2% | -177.1% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling