+62.8%
GM vs EXE
+182.2%
-119.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | -1.1% | -0.9% | -0.2% | -0.9% |
| 3M | +6.1% | +9.6% | -3.4% | +3.8% |
| 6M | +15.0% | -11.6% | +26.6% | +17.7% |
| YTD | +6.0% | -12.6% | +18.5% | +8.3% |
| 1Y | +47.1% | +1.2% | +45.9% | +43.8% |
| 3Y | +170.5% | +18.0% | +152.5% | +148.1% |
| 5Y | +80.5% | +101.1% | -20.6% | +40.0% |
| All | +62.8% | +182.2% | -119.4% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling