+388.8%
GH vs EXEL
+209.7%
+179.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.1% |
| 7D | -2.5% | -4.9% | +2.4% | -0.5% |
| 30D | -4.7% | +11.4% | -16.1% | -9.0% |
| 3M | +20.2% | +4.9% | +15.3% | +17.2% |
| 6M | +78.8% | +34.4% | +44.4% | +56.5% |
| YTD | +54.1% | +28.0% | +26.0% | +37.1% |
| 1Y | +177.1% | +43.6% | +133.4% | +130.5% |
| 3Y | +371.6% | +155.2% | +216.4% | +174.3% |
| 5Y | +21.9% | +181.2% | -159.2% | -33.1% |
| All | +388.8% | +209.7% | +179.0% | +111.3% |
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