+290.5%
GME vs EXEL
+375.2%
-84.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.3% |
| 7D | +10.4% | -4.9% | +15.3% | +11.6% |
| 30D | +14.1% | +11.4% | +2.7% | +11.2% |
| 3M | -4.6% | +4.9% | -9.5% | -6.1% |
| 6M | -13.5% | +34.4% | -48.0% | -20.0% |
| YTD | +5.3% | +28.0% | -22.7% | -1.6% |
| 1Y | -14.9% | +43.6% | -58.5% | -23.0% |
| 3Y | +24.3% | +155.2% | -130.9% | -6.0% |
| 5Y | -55.6% | +181.2% | -236.7% | -67.4% |
| All | +290.5% | +375.2% | -84.7% | +159.2% |
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