+169.7%
EXE vs GPN
-54.4%
+224.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.1% | -4.6% | +1.4% | -2.3% |
| 30D | -0.9% | -0.3% | -0.6% | -1.0% |
| 3M | +9.6% | +35.4% | -25.9% | +2.2% |
| 6M | -11.6% | +21.7% | -33.3% | -16.0% |
| YTD | -12.6% | +14.9% | -27.4% | -16.3% |
| 1Y | +1.2% | +3.2% | -2.0% | -0.7% |
| 3Y | +18.0% | -27.1% | +45.2% | +24.6% |
| 5Y | +101.1% | -44.4% | +145.5% | +118.6% |
| All | +169.7% | -54.4% | +224.1% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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