+178.5%
EXE vs GH
-0.8%
+179.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.5% | -1.1% | +9.5% | +8.5% |
| 3M | +5.5% | +21.3% | -15.8% | +3.6% |
| 6M | -5.9% | +73.5% | -79.4% | -10.5% |
| YTD | -9.7% | +58.0% | -67.7% | -13.6% |
| 1Y | +3.6% | +163.1% | -159.5% | -5.6% |
| 3Y | +18.0% | +361.0% | -343.0% | -0.8% |
| 5Y | +109.4% | +22.5% | +86.9% | +79.8% |
| All | +178.5% | -0.8% | +179.3% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling