-21.8%
GFS vs EXEL
+238.0%
-259.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -5.3% | -2.4% | -2.9% | -4.9% |
| 30D | -15.8% | +17.9% | -33.7% | -17.4% |
| 3M | -18.6% | +33.3% | -51.9% | -21.4% |
| 6M | -45.0% | +46.6% | -91.5% | -47.7% |
| YTD | +16.8% | +61.0% | -44.2% | +9.4% |
| 1Y | +17.8% | +70.4% | -52.6% | +9.5% |
| All | -21.8% | +238.0% | -259.8% | -30.4% |
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 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