+16.0%
GS vs EXEL
+60.1%
-44.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.9% | -0.8% | +6.7% | +6.0% |
| 30D | +4.3% | +13.1% | -8.8% | +2.7% |
| 3M | -11.7% | +36.3% | -48.0% | -15.4% |
| 6M | -3.2% | +34.5% | -37.7% | -7.0% |
| YTD | +5.8% | +57.4% | -51.6% | -1.4% |
| 1Y | +16.0% | +62.9% | -46.9% | +7.9% |
| All | +16.0% | +60.1% | -44.1% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling