+627.7%
GEV vs EXEL
+145.3%
+482.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | -4.0% | +10.1% | -14.2% | -5.5% |
| 3M | +3.4% | +10.1% | -6.7% | +1.7% |
| 6M | +14.7% | +37.7% | -23.0% | +8.7% |
| YTD | +45.8% | +33.1% | +12.7% | +38.6% |
| 1Y | +57.4% | +52.4% | +5.0% | +46.1% |
| All | +627.7% | +145.3% | +482.4% | +539.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling