+226.3%
GS vs EXE
+154.0%
+72.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.8% |
| 7D | -6.3% | -5.6% | -0.7% | -5.1% |
| 30D | -3.1% | -3.3% | +0.1% | -2.5% |
| 3M | -17.7% | -5.5% | -12.2% | -16.8% |
| 6M | -4.6% | -13.4% | +8.9% | -1.8% |
| YTD | +0.3% | -21.3% | +21.6% | +5.0% |
| 1Y | +11.7% | -20.7% | +32.4% | +16.5% |
| 3Y | +183.6% | +3.9% | +179.7% | +170.9% |
| 5Y | +141.0% | +63.7% | +77.3% | +100.5% |
| All | +226.3% | +154.0% | +72.3% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling