-49.3%
GME vs EXEL
+289.1%
-338.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +6.0% | +1.6% | +4.4% | +5.5% |
| 30D | -5.9% | +17.4% | -23.2% | -10.3% |
| 3M | +38.2% | +38.6% | -0.4% | +25.3% |
| 6M | +14.5% | +41.2% | -26.7% | +2.5% |
| YTD | +27.6% | +59.3% | -31.8% | +9.2% |
| 1Y | +19.9% | +60.2% | -40.3% | +2.3% |
| 3Y | +104.3% | +232.6% | -128.3% | +16.0% |
| 5Y | -49.3% | +285.9% | -335.1% | -74.9% |
| All | -49.3% | +289.1% | -338.4% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling