+202.0%
GS vs EXE
+14.7%
+187.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.3% |
| 7D | +0.8% | -3.9% | +4.7% | +1.6% |
| 30D | +1.2% | -2.6% | +3.8% | +1.6% |
| 3M | -12.4% | -6.9% | -5.5% | -11.3% |
| 6M | -2.3% | -9.3% | +7.0% | -0.8% |
| YTD | +4.6% | -20.7% | +25.3% | +9.3% |
| 1Y | +17.5% | -21.8% | +39.3% | +23.1% |
| 3Y | +202.0% | +16.2% | +185.8% | +167.6% |
| All | +202.0% | +14.7% | +187.4% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling