+377.4%
GH vs EXEL
+160.6%
+216.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -4.5% | +6.7% | -11.1% | -5.6% |
| 3M | +28.9% | +11.5% | +17.4% | +26.2% |
| 6M | +76.5% | +38.8% | +37.7% | +66.5% |
| YTD | +57.6% | +31.6% | +26.0% | +49.7% |
| 1Y | +167.5% | +53.0% | +114.5% | +146.9% |
| 3Y | +377.4% | +160.8% | +216.6% | +265.2% |
| All | +377.4% | +160.6% | +216.8% | +265.2% |
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 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