+5.9%
GD vs EXEL
+73.7%
-67.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -5.0% | +0.3% | -5.2% | -4.9% |
| 30D | +8.9% | +19.0% | -10.1% | +8.6% |
| 3M | -8.0% | +33.3% | -41.3% | -8.7% |
| 6M | +2.9% | +42.9% | -40.0% | +2.0% |
| YTD | +7.1% | +58.7% | -51.7% | +5.5% |
| 1Y | +5.9% | +70.5% | -64.6% | +2.2% |
| All | +5.9% | +73.7% | -67.8% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling