+152.0%
GE vs ED
+105.2%
+46.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -11.3% | +1.9% | -13.2% | -11.8% |
| 3M | -1.4% | +1.9% | -3.2% | -2.1% |
| 6M | +1.2% | -2.3% | +3.5% | +1.5% |
| YTD | +5.9% | +10.9% | -5.0% | +2.1% |
| 1Y | +18.4% | +14.5% | +3.9% | +12.8% |
| 3Y | +271.0% | +33.4% | +237.6% | +228.6% |
| 5Y | +417.9% | +67.3% | +350.7% | +315.6% |
| 10Y | +152.0% | +110.7% | +41.3% | +90.7% |
| All | +152.0% | +105.2% | +46.7% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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