+24.4%
GH vs EXEL
+194.6%
-170.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -2.6% | +10.1% | -12.8% | -5.9% |
| 3M | +25.1% | +10.1% | +15.0% | +20.5% |
| 6M | +78.5% | +37.7% | +40.8% | +58.7% |
| YTD | +59.4% | +33.1% | +26.3% | +42.9% |
| 1Y | +173.9% | +52.4% | +121.5% | +130.5% |
| 3Y | +382.7% | +163.8% | +218.9% | +179.5% |
| 5Y | +24.4% | +198.5% | -174.1% | -33.4% |
| All | +24.4% | +194.6% | -170.2% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling