+144.5%
EXE vs GPC
+42.3%
+102.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.2% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | -2.6% | -1.1% | -1.5% | -2.4% |
| 3M | -6.9% | -6.6% | -0.2% | -5.8% |
| 6M | -9.3% | +22.2% | -31.6% | -13.4% |
| YTD | -20.7% | +5.1% | -25.8% | -22.3% |
| 1Y | -21.8% | +2.8% | -24.6% | -23.1% |
| 3Y | +16.2% | +2.4% | +13.8% | +10.6% |
| 5Y | +61.1% | +7.8% | +53.3% | +48.3% |
| All | +144.5% | +42.3% | +102.2% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling