+606.9%
GEV vs EXE
+21.8%
+585.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -2.9% |
| 7D | -1.9% | -2.2% | +0.3% | -1.2% |
| 30D | -8.7% | -0.8% | -7.9% | -8.5% |
| 3M | +6.6% | +10.0% | -3.4% | +2.3% |
| 6M | +10.2% | -6.3% | +16.5% | +12.6% |
| YTD | +41.6% | -10.7% | +52.3% | +46.5% |
| 1Y | +43.9% | +2.7% | +41.2% | +33.7% |
| All | +606.9% | +21.8% | +585.1% | +516.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling