+401.3%
GH vs EXEL
+225.7%
+175.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.1% | +8.4% | -8.4% | -3.4% |
| 30D | -1.1% | +4.1% | -5.2% | -2.9% |
| 3M | +21.3% | +12.4% | +8.9% | +15.0% |
| 6M | +73.5% | +41.5% | +32.0% | +48.7% |
| YTD | +58.0% | +34.6% | +23.4% | +37.8% |
| 1Y | +163.1% | +57.9% | +105.2% | +110.1% |
| 3Y | +361.0% | +159.5% | +201.5% | +167.1% |
| 5Y | +22.5% | +198.5% | -175.9% | -34.5% |
| All | +401.3% | +225.7% | +175.6% | +112.3% |
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 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