+2,765.1%
GE vs ECL
+14,051.7%
-11,286.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.5% |
| 30D | +6.5% | +8.1% | -1.7% | +2.3% |
| 3M | -13.6% | +6.4% | -19.9% | -16.3% |
| 6M | +6.0% | +14.8% | -8.8% | -1.6% |
| YTD | +5.4% | +15.5% | -10.1% | -2.3% |
| 1Y | +6.5% | +20.1% | -13.7% | -3.4% |
| 3Y | +268.6% | +77.8% | +190.8% | +171.0% |
| 5Y | +389.0% | +37.9% | +351.2% | +302.2% |
| 10Y | +163.3% | +202.7% | -39.3% | +46.4% |
| All | +2,765.1% | +14,051.7% | -11,286.6% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling