+185.7%
GS vs EXE
+109.5%
+76.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -1.6% | +8.5% | -10.0% | -3.5% |
| 3M | -4.5% | +5.5% | -9.9% | -5.9% |
| 6M | +20.9% | -5.9% | +26.8% | +21.9% |
| YTD | +19.9% | -9.7% | +29.6% | +21.6% |
| 1Y | +41.4% | +3.6% | +37.8% | +37.4% |
| 3Y | +239.2% | +18.0% | +221.1% | +215.4% |
| All | +185.7% | +109.5% | +76.3% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling