+2,883.5%
GE vs ECL
+13,009.7%
-10,126.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.6% | -2.6% | +1.0% | -0.2% |
| 30D | -11.6% | -2.2% | -9.4% | -10.6% |
| 3M | +3.0% | +10.1% | -7.1% | -2.1% |
| 6M | -0.5% | -5.7% | +5.2% | +2.5% |
| YTD | +9.7% | +7.0% | +2.8% | +5.8% |
| 1Y | +20.0% | +2.7% | +17.4% | +17.7% |
| 3Y | +275.8% | +57.7% | +218.1% | +193.5% |
| 5Y | +429.1% | +31.1% | +397.9% | +346.1% |
| 10Y | +151.2% | +150.9% | +0.3% | +53.1% |
| All | +2,883.5% | +13,009.7% | -10,126.1% | +399.8% |
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 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