+241.8%
GS vs EXE
+161.7%
+80.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +2.1% |
| 30D | +1.7% | -0.3% | +2.0% | +1.6% |
| 3M | -11.6% | -9.3% | -2.3% | -9.7% |
| 6M | -1.9% | -7.2% | +5.3% | -0.7% |
| YTD | +5.1% | -18.9% | +24.0% | +9.2% |
| 1Y | +16.4% | -21.7% | +38.1% | +22.0% |
| 3Y | +199.0% | +21.0% | +178.0% | +175.2% |
| 5Y | +157.4% | +76.0% | +81.5% | +110.4% |
| All | +241.8% | +161.7% | +80.1% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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