-54.6%
GTLB vs EXEL
+166.4%
-221.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.7% |
| 7D | +4.6% | +1.4% | +3.2% | +4.3% |
| 30D | +21.0% | +6.7% | +14.3% | +18.6% |
| 3M | +51.7% | +11.5% | +40.2% | +46.7% |
| 6M | +89.3% | +38.8% | +50.5% | +69.6% |
| YTD | +25.6% | +31.6% | -5.9% | +14.1% |
| 1Y | -1.5% | +53.0% | -54.6% | -16.4% |
| 3Y | -9.9% | +160.8% | -170.8% | -45.7% |
| All | -54.6% | +166.4% | -221.0% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling