+620.7%
GEV vs EXEL
+148.1%
+472.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.3% | +8.4% | -5.1% | +2.0% |
| 30D | -7.5% | +4.1% | -11.5% | -8.1% |
| 3M | -2.2% | +12.4% | -14.6% | -4.1% |
| 6M | +12.1% | +41.5% | -29.5% | +5.9% |
| YTD | +44.4% | +34.6% | +9.8% | +37.1% |
| 1Y | +57.7% | +57.9% | -0.2% | +45.5% |
| All | +620.7% | +148.1% | +472.6% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling