+149.7%
EXE vs GD
+152.3%
-2.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +2.9% | +1.9% | +1.0% | +2.0% |
| 30D | -4.9% | +9.2% | -14.2% | -8.8% |
| 3M | -8.3% | -7.5% | -0.8% | -5.1% |
| 6M | -7.8% | +5.8% | -13.6% | -10.9% |
| YTD | -19.0% | +9.8% | -28.8% | -24.1% |
| 1Y | -24.8% | +5.8% | -30.6% | -28.2% |
| 3Y | +20.8% | +58.0% | -37.2% | -12.2% |
| 5Y | +76.2% | +100.4% | -24.2% | +8.8% |
| All | +149.7% | +152.3% | -2.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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