+486.7%
GS vs EXEL
+461.0%
+25.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -2.4% | +19.0% | -21.5% | -5.7% |
| 3M | -15.7% | +33.3% | -49.0% | -20.4% |
| 6M | -6.8% | +42.9% | -49.6% | -13.4% |
| YTD | -0.1% | +58.7% | -58.8% | -9.4% |
| 1Y | +12.1% | +70.5% | -58.4% | +0.1% |
| 3Y | +185.8% | +233.8% | -48.0% | +117.3% |
| 5Y | +140.1% | +259.3% | -119.3% | +76.4% |
| All | +486.7% | +461.0% | +25.7% | +261.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling