+80.3%
EXE vs GD
+99.6%
-19.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.3% | +2.7% | +2.7% | +4.1% |
| 30D | -2.2% | +8.6% | -10.8% | -5.8% |
| 3M | -5.9% | -7.1% | +1.2% | -2.8% |
| 6M | -5.7% | +7.5% | -13.2% | -9.6% |
| YTD | -17.8% | +9.9% | -27.7% | -23.0% |
| 1Y | -23.1% | +7.6% | -30.7% | -27.2% |
| 3Y | +21.2% | +56.2% | -35.0% | -12.1% |
| All | +80.3% | +99.6% | -19.3% | +5.1% |
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