+90.6%
EXE vs GTLB
-50.8%
+141.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -2.7% | -6.6% | +3.9% | -2.5% |
| 30D | -0.4% | +13.7% | -14.1% | -1.0% |
| 3M | +9.5% | +52.9% | -43.4% | +7.4% |
| 6M | -9.3% | +88.5% | -97.8% | -12.1% |
| YTD | -10.9% | +23.4% | -34.4% | -12.1% |
| 1Y | +4.3% | -3.8% | +8.1% | +3.9% |
| 3Y | +18.8% | -11.5% | +30.3% | +17.2% |
| All | +90.6% | -50.8% | +141.4% | +78.9% |
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