+37.1%
GFS vs EXEL
+52.8%
-15.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +2.6% | +1.4% | +1.3% | +2.5% |
| 30D | -16.4% | +6.7% | -23.0% | -17.0% |
| 3M | -41.6% | +11.5% | -53.1% | -42.6% |
| 6M | -3.7% | +38.8% | -42.5% | -9.2% |
| YTD | +29.3% | +31.6% | -2.3% | +22.9% |
| 1Y | +37.1% | +53.0% | -15.9% | +26.2% |
| All | +37.1% | +52.8% | -15.6% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling