+152.0%
GE vs ECL
+197.5%
-45.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.7% |
| 7D | +2.7% | +2.9% | -0.2% | +0.9% |
| 30D | +8.1% | +7.5% | +0.6% | +3.4% |
| 3M | -7.9% | +12.2% | -20.1% | -14.3% |
| 6M | +12.9% | +24.6% | -11.7% | -1.9% |
| YTD | +8.2% | +18.8% | -10.6% | -3.1% |
| 1Y | +9.7% | +19.3% | -9.7% | -2.1% |
| 3Y | +266.1% | +78.2% | +187.9% | +149.6% |
| 5Y | +407.4% | +38.8% | +368.6% | +300.2% |
| All | +152.0% | +197.5% | -45.6% | +31.7% |
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