+61.3%
EXE vs GD
+94.5%
-33.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -6.6% | -5.0% | -1.6% | -4.4% |
| 30D | -4.0% | +8.9% | -12.9% | -7.7% |
| 3M | -7.5% | -8.0% | +0.6% | -4.0% |
| 6M | -11.7% | +2.9% | -14.6% | -13.5% |
| YTD | -22.0% | +7.1% | -29.1% | -26.1% |
| 1Y | -21.8% | +5.9% | -27.7% | -25.5% |
| 3Y | +8.0% | +53.9% | -45.8% | -21.4% |
| All | +61.3% | +94.5% | -33.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling