+238.7%
GM vs EXEL
+890.9%
-652.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.9% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -1.8% | +6.7% | -8.5% | -2.8% |
| 3M | +2.6% | +11.5% | -8.8% | +0.9% |
| 6M | +14.6% | +38.8% | -24.2% | +9.1% |
| YTD | +6.2% | +31.6% | -25.4% | +1.8% |
| 1Y | +48.7% | +53.0% | -4.3% | +39.3% |
| 3Y | +168.3% | +160.8% | +7.5% | +130.4% |
| 5Y | +82.8% | +190.1% | -107.3% | +53.3% |
| 10Y | +226.2% | +367.0% | -140.8% | +144.6% |
| All | +238.7% | +890.9% | -652.2% | +110.4% |
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