+178.5%
EXE vs GD
+148.6%
+29.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | -0.3% | -5.3% | +5.0% | +2.2% |
| 30D | +8.5% | -6.4% | +14.9% | +11.8% |
| 3M | +5.5% | +5.7% | -0.2% | +2.1% |
| 6M | -5.9% | -0.9% | -4.9% | -6.2% |
| YTD | -9.7% | +8.2% | -17.9% | -14.7% |
| 1Y | +3.6% | +13.4% | -9.8% | -4.9% |
| 3Y | +18.0% | +68.5% | -50.5% | -18.7% |
| 5Y | +109.4% | +97.2% | +12.3% | +29.8% |
| All | +178.5% | +148.6% | +29.9% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling