+61.1%
EXE vs GPC
+7.9%
+53.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.2% |
| 7D | -3.9% | +0.8% | -4.7% | -4.0% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | -6.9% | -6.6% | -0.2% | -5.9% |
| 6M | -9.3% | +22.2% | -31.6% | -13.0% |
| YTD | -20.7% | +5.1% | -25.8% | -22.1% |
| 1Y | -21.8% | +2.8% | -24.6% | -22.9% |
| 3Y | +16.2% | +2.4% | +13.8% | +10.8% |
| 5Y | +61.1% | +7.8% | +53.3% | +50.5% |
| All | +61.1% | +7.9% | +53.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling