+96.7%
GD vs EXEL
+262.4%
-165.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.2% | -1.8% |
| 7D | -3.9% | +3.8% | -7.7% | -4.2% |
| 30D | +8.1% | +17.8% | -9.7% | +6.5% |
| 3M | -6.8% | +21.2% | -28.0% | -8.5% |
| 6M | +3.0% | +54.7% | -51.7% | -1.4% |
| YTD | +7.8% | +56.8% | -49.0% | +2.8% |
| 1Y | +5.8% | +70.2% | -64.4% | 0.0% |
| 3Y | +55.3% | +227.2% | -171.9% | +32.9% |
| 5Y | +96.7% | +254.9% | -158.2% | +63.5% |
| All | +96.7% | +262.4% | -165.7% | +63.5% |
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 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