+204.3%
GLDM vs EXEL
+236.7%
-32.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +1.6% | -7.1% | -5.5% |
| 30D | -7.0% | +17.4% | -24.4% | -7.2% |
| 3M | -12.3% | +38.6% | -50.9% | -12.6% |
| 6M | -17.9% | +41.2% | -59.1% | -18.2% |
| YTD | -10.3% | +59.3% | -69.6% | -10.7% |
| 1Y | -7.8% | +60.2% | -68.0% | -8.2% |
| 3Y | +99.5% | +232.6% | -133.1% | +96.7% |
| 5Y | +106.5% | +285.9% | -179.4% | +102.8% |
| All | +204.3% | +236.7% | -32.5% | +195.8% |
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 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