+170.5%
GD vs EXEL
+354.7%
-184.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +0.6% | -2.8% | +3.5% | +1.0% |
| 30D | +9.5% | +18.2% | -8.7% | +7.4% |
| 3M | -5.8% | +37.7% | -43.6% | -9.3% |
| 6M | +7.7% | +42.2% | -34.5% | +3.2% |
| YTD | +11.1% | +61.3% | -50.3% | +4.5% |
| 1Y | +6.1% | +64.5% | -58.4% | -0.5% |
| 3Y | +59.8% | +236.7% | -176.8% | +34.7% |
| 5Y | +104.6% | +296.3% | -191.7% | +66.8% |
| 10Y | +170.5% | +331.1% | -160.5% | +115.1% |
| All | +170.5% | +354.7% | -184.1% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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