+174.8%
EXE vs GFI
+472.6%
-297.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.7% | +4.7% | -7.4% | -3.1% |
| 30D | -0.4% | +14.4% | -14.8% | -1.7% |
| 3M | +9.5% | +32.5% | -23.0% | +6.3% |
| 6M | -9.3% | -7.2% | -2.2% | -9.4% |
| YTD | -10.9% | +10.9% | -21.8% | -13.3% |
| 1Y | +4.3% | +35.5% | -31.2% | -1.7% |
| 3Y | +18.8% | +312.1% | -293.3% | -6.4% |
| 5Y | +101.4% | +524.6% | -423.2% | +48.7% |
| All | +174.8% | +472.6% | -297.8% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling