-55.4%
GTLB vs EXEL
+169.4%
-224.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.1% |
| 7D | -6.6% | -0.3% | -6.2% | -6.5% |
| 30D | +13.7% | +10.1% | +3.6% | +10.6% |
| 3M | +52.9% | +10.1% | +42.8% | +48.4% |
| 6M | +88.5% | +37.7% | +50.8% | +69.4% |
| YTD | +23.4% | +33.1% | -9.6% | +11.7% |
| 1Y | -3.8% | +52.4% | -56.2% | -18.1% |
| 3Y | -11.5% | +163.8% | -175.3% | -46.8% |
| All | -55.4% | +169.4% | -224.8% | -74.0% |
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