+100.5%
GD vs EXEL
+281.2%
-180.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | +8.6% | +13.1% | -4.5% | +7.4% |
| 3M | -7.1% | +36.3% | -43.4% | -9.8% |
| 6M | +7.5% | +34.5% | -27.1% | +4.3% |
| YTD | +9.9% | +57.4% | -47.5% | +4.8% |
| 1Y | +7.6% | +62.9% | -55.4% | +2.1% |
| 3Y | +56.2% | +229.5% | -173.3% | +33.5% |
| All | +100.5% | +281.2% | -180.7% | +66.9% |
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