+175.5%
EXE vs GH
-2.3%
+177.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -0.8% | -3.7% | +2.9% | -0.6% |
| 3M | +10.0% | +21.7% | -11.6% | +8.1% |
| 6M | -6.3% | +75.7% | -82.1% | -11.0% |
| YTD | -10.7% | +55.7% | -66.4% | -14.5% |
| 1Y | +2.7% | +181.1% | -178.4% | -7.0% |
| 3Y | +19.1% | +371.6% | -352.5% | -0.1% |
| 5Y | +105.4% | +23.2% | +82.2% | +76.6% |
| All | +175.5% | -2.3% | +177.8% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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