+248.5%
GLDM vs EXEL
+184.5%
+63.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.5% | +8.4% | -8.9% | -0.6% |
| 30D | +4.4% | +4.1% | +0.3% | +4.4% |
| 3M | -1.1% | +12.4% | -13.5% | -1.2% |
| 6M | -13.7% | +41.5% | -55.2% | -13.9% |
| YTD | +2.8% | +34.6% | -31.9% | +2.5% |
| 1Y | +24.8% | +57.9% | -33.0% | +24.5% |
| 3Y | +127.8% | +159.5% | -31.7% | +125.2% |
| 5Y | +141.1% | +198.5% | -57.3% | +137.4% |
| All | +248.5% | +184.5% | +63.9% | +239.4% |
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