+70.8%
GD vs EXEL
+160.6%
-89.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -5.3% | +8.4% | -13.6% | -5.7% |
| 30D | -6.4% | +4.1% | -10.5% | -6.7% |
| 3M | +5.7% | +12.4% | -6.7% | +4.9% |
| 6M | -0.9% | +41.5% | -42.5% | -3.1% |
| YTD | +8.2% | +34.6% | -26.5% | +6.0% |
| 1Y | +13.4% | +57.9% | -44.4% | +9.7% |
| All | +70.8% | +160.6% | -89.9% | +57.8% |
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