+219.4%
GLDM vs EXEL
+235.4%
-16.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | -0.9% | +19.0% | -19.9% | -1.0% |
| 3M | -4.3% | +33.3% | -37.6% | -4.6% |
| 6M | -13.4% | +42.9% | -56.3% | -13.7% |
| YTD | -5.8% | +58.7% | -64.5% | -6.2% |
| 1Y | +2.1% | +70.5% | -68.5% | +1.6% |
| 3Y | +105.0% | +233.8% | -128.8% | +102.1% |
| 5Y | +122.5% | +259.3% | -136.9% | +118.6% |
| All | +219.4% | +235.4% | -16.0% | +210.5% |
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