+213.0%
GLDM vs EXEL
+240.9%
-27.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | -2.8% | +0.9% | -1.9% |
| 30D | -4.4% | +18.2% | -22.6% | -4.6% |
| 3M | -8.8% | +37.7% | -46.6% | -9.1% |
| 6M | -15.9% | +42.2% | -58.1% | -16.2% |
| YTD | -7.7% | +61.3% | -69.0% | -8.1% |
| 1Y | -3.6% | +64.5% | -68.1% | -4.0% |
| 3Y | +105.2% | +236.7% | -131.4% | +102.3% |
| 5Y | +112.8% | +296.3% | -183.5% | +108.9% |
| All | +213.0% | +240.9% | -27.9% | +204.3% |
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