+152.4%
GS vs EXEL
+285.1%
-132.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.5% | +4.1% |
| 7D | +0.8% | +2.3% | -1.5% | +0.5% |
| 30D | +1.2% | +19.8% | -18.6% | -1.9% |
| 3M | -12.4% | +32.7% | -45.1% | -16.6% |
| 6M | -2.3% | +49.0% | -51.3% | -9.1% |
| YTD | +4.6% | +63.7% | -59.1% | -4.6% |
| 1Y | +17.5% | +75.8% | -58.3% | +5.8% |
| 3Y | +202.0% | +241.3% | -39.3% | +134.8% |
| 5Y | +152.4% | +289.0% | -136.7% | +89.0% |
| All | +152.4% | +285.1% | -132.7% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling