+436.7%
GE vs EXEL
+195.7%
+241.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | -9.5% | +6.7% | -16.2% | -10.6% |
| 3M | +4.1% | +11.5% | -7.3% | +1.9% |
| 6M | +3.9% | +38.8% | -34.9% | -2.3% |
| YTD | +9.0% | +31.6% | -22.6% | +3.3% |
| 1Y | +21.9% | +53.0% | -31.1% | +12.0% |
| 3Y | +281.8% | +160.8% | +121.0% | +208.6% |
| 5Y | +436.7% | +190.1% | +246.6% | +315.4% |
| All | +436.7% | +195.7% | +241.0% | +315.4% |
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