+15.9%
GS vs EXEL
+74.8%
-58.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.5% | +4.1% |
| 7D | +0.8% | +2.3% | -1.5% | +0.6% |
| 30D | +1.2% | +19.8% | -18.6% | -1.5% |
| 3M | -12.4% | +32.7% | -45.1% | -16.2% |
| 6M | -2.3% | +49.0% | -51.3% | -8.6% |
| YTD | +4.6% | +63.7% | -59.1% | -4.5% |
| All | +15.9% | +74.8% | -58.9% | +3.9% |
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