+437.1%
GS vs EXEL
+325.9%
+111.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +5.1% | +1.6% | +3.5% | +4.8% |
| 30D | +2.4% | +17.4% | -14.9% | -0.7% |
| 3M | -11.5% | +38.6% | -50.1% | -16.9% |
| 6M | -2.5% | +41.2% | -43.7% | -9.1% |
| YTD | +5.5% | +59.3% | -53.9% | -4.3% |
| 1Y | +11.0% | +60.2% | -49.2% | +0.6% |
| 3Y | +200.1% | +232.6% | -32.5% | +129.6% |
| 5Y | +154.7% | +285.9% | -131.2% | +85.7% |
| All | +437.1% | +325.9% | +111.2% | +269.8% |
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