-16.3%
GME vs EXEL
+50.0%
-66.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +2.8% |
| 7D | +6.0% | -2.9% | +8.9% | +6.5% |
| 30D | +8.3% | +11.9% | -3.5% | +6.5% |
| 3M | -9.1% | +9.2% | -18.3% | -10.7% |
| 6M | -16.3% | +39.1% | -55.4% | -21.7% |
| YTD | +1.5% | +31.0% | -29.5% | -4.3% |
| 1Y | -16.3% | +52.3% | -68.7% | -25.1% |
| All | -16.3% | +50.0% | -66.4% | -25.1% |
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