+627.7%
GEV vs EXE
+21.5%
+606.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.5% |
| 7D | +3.2% | -2.7% | +5.9% | +4.1% |
| 30D | -4.0% | -0.4% | -3.6% | -4.0% |
| 3M | +3.4% | +9.5% | -6.1% | -0.6% |
| 6M | +14.7% | -9.3% | +24.0% | +18.8% |
| YTD | +45.8% | -10.9% | +56.7% | +50.9% |
| 1Y | +57.4% | +4.3% | +53.1% | +44.6% |
| All | +627.7% | +21.5% | +606.2% | +534.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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