+93.8%
GD vs EXEL
+260.1%
-166.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.0% | +0.3% | -5.2% | -5.0% |
| 30D | +8.9% | +19.0% | -10.1% | +7.2% |
| 3M | -8.0% | +33.3% | -41.3% | -10.6% |
| 6M | +2.9% | +42.9% | -40.0% | -0.7% |
| YTD | +7.1% | +58.7% | -51.7% | +2.0% |
| 1Y | +5.9% | +70.5% | -64.6% | +0.1% |
| 3Y | +53.9% | +233.8% | -180.0% | +31.2% |
| All | +93.8% | +260.1% | -166.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling