+186.8%
GS vs EXEL
+227.0%
-40.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.6% | -0.8% | -5.5% |
| 7D | -6.3% | +3.8% | -10.1% | -6.8% |
| 30D | -3.1% | +17.8% | -20.9% | -5.5% |
| 3M | -17.7% | +21.2% | -38.8% | -20.1% |
| 6M | -4.6% | +54.7% | -59.2% | -11.0% |
| YTD | +0.3% | +56.8% | -56.5% | -6.9% |
| 1Y | +11.7% | +70.2% | -58.5% | +2.3% |
| All | +186.8% | +227.0% | -40.2% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling