-21.8%
EXE vs GD
+5.1%
-26.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -6.6% | -5.0% | -1.6% | -6.2% |
| 30D | -4.0% | +8.9% | -12.9% | -4.3% |
| 3M | -7.5% | -8.0% | +0.6% | -7.0% |
| 6M | -11.7% | +2.9% | -14.6% | -12.0% |
| YTD | -22.0% | +7.1% | -29.1% | -24.1% |
| 1Y | -21.8% | +5.9% | -27.7% | -23.5% |
| All | -21.8% | +5.1% | -26.9% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling