+739.4%
GLD vs EXEL
+686.1%
+53.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.8% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | -0.9% | +19.0% | -19.9% | -0.9% |
| 3M | -4.4% | +33.3% | -37.7% | -4.4% |
| 6M | -13.6% | +42.9% | -56.4% | -13.5% |
| YTD | -6.0% | +58.7% | -64.7% | -5.9% |
| 1Y | +1.8% | +70.5% | -68.8% | +1.8% |
| 3Y | +103.2% | +233.8% | -130.7% | +103.5% |
| 5Y | +119.3% | +259.3% | -140.0% | +119.7% |
| 10Y | +199.5% | +484.1% | -284.7% | +201.0% |
| All | +739.4% | +686.1% | +53.3% | +776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling