+152.0%
GE vs ECL
+149.7%
+2.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.5% |
| 7D | -1.2% | -2.7% | +1.5% | +0.5% |
| 30D | -11.3% | -4.3% | -7.0% | -8.9% |
| 3M | -1.4% | +3.2% | -4.6% | -3.6% |
| 6M | +1.2% | -2.9% | +4.1% | +2.9% |
| YTD | +5.9% | +4.3% | +1.7% | +2.9% |
| 1Y | +18.4% | +1.6% | +16.8% | +16.2% |
| 3Y | +271.0% | +54.3% | +216.7% | +176.2% |
| 5Y | +417.9% | +26.5% | +391.4% | +330.9% |
| 10Y | +152.0% | +155.6% | -3.6% | +39.2% |
| All | +152.0% | +149.7% | +2.3% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling