+222.0%
GLDM vs EXEL
+231.3%
-9.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.9% |
| 7D | +1.9% | +3.8% | -1.9% | +1.8% |
| 30D | -1.7% | +17.8% | -19.5% | -1.9% |
| 3M | -3.5% | +21.2% | -24.7% | -3.7% |
| 6M | -10.1% | +54.7% | -64.7% | -10.4% |
| YTD | -5.0% | +56.8% | -61.8% | -5.4% |
| 1Y | +2.8% | +70.2% | -67.4% | +2.3% |
| 3Y | +105.1% | +227.2% | -122.1% | +102.2% |
| 5Y | +124.3% | +254.9% | -130.6% | +120.4% |
| All | +222.0% | +231.3% | -9.3% | +213.1% |
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