+63.1%
GM vs EXE
+192.2%
-129.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +0.4% | -1.8% | +2.2% | +0.8% |
| 30D | -1.8% | +6.4% | -8.2% | -3.2% |
| 3M | +2.6% | +9.2% | -6.6% | +0.4% |
| 6M | +14.6% | -7.0% | +21.5% | +15.9% |
| YTD | +6.2% | -9.5% | +15.7% | +7.7% |
| 1Y | +48.7% | +6.2% | +42.5% | +43.7% |
| 3Y | +168.3% | +20.7% | +147.6% | +145.0% |
| 5Y | +82.8% | +103.6% | -20.9% | +41.6% |
| All | +63.1% | +192.2% | -129.1% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling