+20.0%
GE vs ECL
+3.0%
+17.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.6% | -2.6% | +1.0% | -0.2% |
| 30D | -11.6% | -2.2% | -9.4% | -10.5% |
| 3M | +3.0% | +10.1% | -7.1% | -2.4% |
| 6M | -0.5% | -5.7% | +5.2% | -0.7% |
| YTD | +9.7% | +7.0% | +2.8% | +7.8% |
| 1Y | +20.0% | +2.7% | +17.4% | +19.0% |
| All | +20.0% | +3.0% | +17.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling