+1,428.1%
GME vs EXEL
+472.6%
+955.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | -4.8% | +13.1% | -17.9% | -6.6% |
| 3M | +39.2% | +36.3% | +2.9% | +32.5% |
| 6M | +17.1% | +34.5% | -17.5% | +11.4% |
| YTD | +28.7% | +57.4% | -28.7% | +19.1% |
| 1Y | +23.3% | +62.9% | -39.6% | +13.4% |
| 3Y | +112.9% | +229.5% | -116.6% | +71.8% |
| 5Y | -48.8% | +281.2% | -330.1% | -59.6% |
| 10Y | +478.2% | +320.7% | +157.4% | +324.3% |
| All | +1,428.1% | +472.6% | +955.5% | +570.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling