+106.6%
EXE vs GPC
+30.9%
+75.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +8.5% | +6.0% | +2.5% | +7.3% |
| 3M | +5.5% | +42.6% | -37.2% | -1.6% |
| 6M | -5.9% | +22.8% | -28.7% | -9.7% |
| YTD | -9.7% | +15.5% | -25.2% | -12.8% |
| 1Y | +3.6% | +2.0% | +1.5% | +2.8% |
| 3Y | +18.0% | -1.4% | +19.5% | +16.2% |
| All | +106.6% | +30.9% | +75.7% | +69.7% |
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