+139.3%
GS vs EXEL
+260.1%
-120.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -2.4% | +19.0% | -21.5% | -5.3% |
| 3M | -15.7% | +33.3% | -49.0% | -19.9% |
| 6M | -6.8% | +42.9% | -49.6% | -12.6% |
| YTD | -0.1% | +58.7% | -58.8% | -8.4% |
| 1Y | +12.1% | +70.5% | -58.4% | +1.4% |
| 3Y | +185.8% | +233.8% | -48.0% | +122.9% |
| All | +139.3% | +260.1% | -120.7% | +81.3% |
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