+584.0%
GH vs EXEL
+238.6%
+345.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -8.2% | -2.8% | -5.4% | -7.6% |
| 30D | -4.9% | +18.2% | -23.1% | -7.7% |
| 3M | -6.2% | +37.7% | -44.0% | -11.3% |
| 6M | +60.0% | +42.2% | +17.8% | +50.6% |
| YTD | +51.5% | +61.3% | -9.8% | +39.6% |
| 1Y | +58.4% | +64.5% | -6.1% | +45.6% |
| All | +584.0% | +238.6% | +345.4% | +397.1% |
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