+6.0%
GE vs ECL
+15.5%
-9.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.7% |
| 30D | +6.5% | +8.1% | -1.7% | +3.0% |
| 3M | -13.6% | +6.4% | -19.9% | -15.6% |
| 6M | +6.0% | +14.8% | -8.8% | -0.8% |
| All | +6.0% | +15.5% | -9.6% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling