+157.4%
GE vs ECL
+196.4%
-39.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +5.4% | +0.4% | +4.9% | +5.1% |
| 30D | +9.6% | +8.6% | +1.1% | +4.2% |
| 3M | -7.7% | +7.9% | -15.6% | -12.0% |
| 6M | +14.0% | +21.0% | -7.0% | +0.8% |
| YTD | +10.2% | +17.5% | -7.4% | -0.7% |
| 1Y | +8.9% | +19.7% | -10.7% | -3.0% |
| 3Y | +273.7% | +77.4% | +196.2% | +155.4% |
| 5Y | +410.2% | +38.7% | +371.5% | +302.3% |
| 10Y | +157.4% | +193.5% | -36.1% | +36.8% |
| All | +157.4% | +196.4% | -39.0% | +36.8% |
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