+63.7%
EXE vs GD
+97.4%
-33.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.2% |
| 7D | -5.6% | -3.9% | -1.7% | -3.9% |
| 30D | -3.3% | +8.1% | -11.3% | -6.7% |
| 3M | -5.5% | -6.8% | +1.3% | -2.5% |
| 6M | -13.4% | +3.0% | -16.4% | -15.3% |
| YTD | -21.3% | +7.8% | -29.1% | -25.6% |
| 1Y | -20.7% | +5.8% | -26.5% | -24.4% |
| 3Y | +3.9% | +55.3% | -51.4% | -24.7% |
| 5Y | +63.7% | +96.7% | -33.0% | -3.5% |
| All | +63.7% | +97.4% | -33.7% | -3.5% |
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 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