+6.7%
GME vs EXEL
+160.6%
-153.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +0.4% | +1.4% | -0.9% | +0.3% |
| 30D | -1.4% | +6.7% | -8.1% | -2.2% |
| 3M | -15.1% | +11.5% | -26.6% | -16.5% |
| 6M | -22.5% | +38.8% | -61.3% | -26.0% |
| YTD | -5.9% | +31.6% | -37.5% | -9.7% |
| 1Y | -18.6% | +53.0% | -71.7% | -23.4% |
| 3Y | +6.7% | +160.8% | -154.2% | -8.3% |
| All | +6.7% | +160.6% | -153.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling