-16.4%
GFS vs EXEL
+224.9%
-241.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +5.0% | +6.0% |
| 7D | -7.8% | +0.3% | -8.1% | -7.8% |
| 30D | -19.7% | +19.0% | -38.7% | -22.3% |
| 3M | -23.1% | +33.3% | -56.4% | -27.3% |
| 6M | -46.4% | +42.9% | -89.2% | -50.3% |
| YTD | +11.0% | +58.7% | -47.7% | +0.3% |
| 1Y | +12.6% | +70.5% | -57.9% | +0.2% |
| 3Y | -24.9% | +233.8% | -258.8% | -45.5% |
| 5Y | -39.1% | +259.3% | -298.4% | -56.6% |
| All | -16.4% | +224.9% | -241.4% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling