+56.3%
GD vs EXEL
+233.8%
-177.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -5.0% | +0.3% | -5.2% | -5.0% |
| 30D | +8.9% | +19.0% | -10.1% | +7.8% |
| 3M | -8.0% | +33.3% | -41.3% | -9.7% |
| 6M | +2.9% | +42.9% | -40.0% | +0.5% |
| YTD | +7.1% | +58.7% | -51.7% | +3.6% |
| 1Y | +5.9% | +70.5% | -64.6% | +1.9% |
| All | +56.3% | +233.8% | -177.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling