+380.7%
GH vs EXEL
+290.2%
+90.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -8.2% | -2.8% | -5.4% | -6.9% |
| 30D | -4.9% | +18.2% | -23.1% | -11.3% |
| 3M | -6.2% | +37.7% | -44.0% | -17.9% |
| 6M | +60.0% | +42.2% | +17.8% | +37.5% |
| YTD | +51.5% | +61.3% | -9.8% | +22.6% |
| 1Y | +58.4% | +64.5% | -6.1% | +26.8% |
| 3Y | +617.2% | +236.7% | +380.6% | +272.0% |
| 5Y | +47.0% | +296.3% | -249.3% | -29.9% |
| All | +380.7% | +290.2% | +90.5% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling