+39.4%
GM vs EXEL
+92.4%
-53.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.6% |
| 7D | +12.1% | +9.8% | +2.3% | +10.8% |
| 30D | +15.2% | +23.6% | -8.4% | +12.2% |
| 3M | +4.9% | +29.9% | -25.0% | +1.3% |
| 6M | +22.6% | +64.7% | -42.1% | +12.7% |
| YTD | +14.4% | +66.0% | -51.6% | +4.5% |
| 1Y | +39.4% | +92.0% | -52.5% | +23.1% |
| All | +39.4% | +92.4% | -53.0% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling