+169.7%
EXE vs GFI
+449.1%
-279.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -3.1% | -4.9% | +1.7% | -2.7% |
| 30D | -0.9% | +10.7% | -11.6% | -1.9% |
| 3M | +9.6% | +25.6% | -16.1% | +6.9% |
| 6M | -11.6% | -8.3% | -3.4% | -11.6% |
| YTD | -12.6% | +6.3% | -18.9% | -14.6% |
| 1Y | +1.2% | +22.1% | -20.9% | -3.5% |
| 3Y | +18.0% | +289.2% | -271.2% | -6.4% |
| 5Y | +101.1% | +531.7% | -430.6% | +48.3% |
| All | +169.7% | +449.1% | -279.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling