+154.9%
GE vs EAT
+321.8%
-166.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.7% |
| 7D | +5.4% | -5.9% | +11.3% | +6.8% |
| 30D | +9.6% | +0.7% | +9.0% | +9.1% |
| 3M | -7.7% | -14.2% | +6.5% | -5.0% |
| 6M | +14.0% | +40.7% | -26.7% | +3.5% |
| YTD | +10.2% | +36.0% | -25.8% | -0.2% |
| 1Y | +8.9% | +83.1% | -74.1% | -8.7% |
| 3Y | +273.7% | +474.8% | -201.2% | +125.3% |
| 5Y | +410.2% | +347.6% | +62.6% | +210.7% |
| All | +154.9% | +321.8% | -166.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling