+14.4%
GME vs EXEL
+92.4%
-78.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +7.8% | +9.8% | -2.0% | +6.1% |
| 30D | -0.4% | +23.6% | -24.0% | -3.8% |
| 3M | +30.9% | +29.9% | +1.0% | +25.3% |
| 6M | +5.5% | +64.7% | -59.3% | -3.3% |
| YTD | +25.2% | +66.0% | -40.8% | +13.3% |
| 1Y | +14.4% | +92.0% | -77.6% | +0.3% |
| All | +14.4% | +92.4% | -78.0% | +0.3% |
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