+231.1%
GM vs EXEL
+375.2%
-144.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -2.4% | -4.9% | +2.5% | -1.6% |
| 30D | -1.1% | +11.4% | -12.5% | -3.0% |
| 3M | +6.1% | +4.9% | +1.2% | +5.0% |
| 6M | +15.0% | +34.4% | -19.5% | +8.8% |
| YTD | +6.0% | +28.0% | -22.1% | +0.9% |
| 1Y | +47.1% | +43.6% | +3.5% | +36.9% |
| 3Y | +170.5% | +155.2% | +15.3% | +124.2% |
| 5Y | +80.5% | +181.2% | -100.7% | +45.3% |
| All | +231.1% | +375.2% | -144.1% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling