+75.8%
EXE vs GTLB
-49.4%
+125.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 6M | -5.7% | +116.5% | -122.2% | -9.1% |
| YTD | -17.8% | +27.2% | -45.0% | -19.1% |
| 1Y | -23.1% | +8.6% | -31.7% | -23.8% |
| 3Y | +21.2% | +5.6% | +15.6% | +18.5% |
| 5Y | +78.8% | -61.8% | +140.6% | +64.5% |
| All | +75.8% | -49.4% | +125.1% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling