+80.3%
EXE vs GTLB
-62.5%
+142.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.8% |
| 7D | +5.3% | -0.7% | +6.1% | +5.4% |
| 30D | -2.2% | -10.2% | +8.0% | -1.8% |
| 3M | -5.9% | +10.1% | -16.0% | -6.5% |
| 6M | -5.7% | +116.5% | -122.2% | -9.3% |
| YTD | -17.8% | +27.2% | -45.0% | -19.2% |
| 1Y | -23.1% | +8.6% | -31.7% | -23.9% |
| 3Y | +21.2% | +5.6% | +15.6% | +18.3% |
| All | +80.3% | -62.5% | +142.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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