+158.6%
GE vs ED
+141.1%
+17.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +4.0% | -0.9% | +5.0% | +4.3% |
| 30D | +11.1% | +11.2% | -0.1% | +7.6% |
| 3M | -6.7% | +11.8% | -18.5% | -9.8% |
| 6M | +14.3% | +14.1% | +0.2% | +9.6% |
| YTD | +11.7% | +23.0% | -11.2% | +4.4% |
| 1Y | +10.9% | +23.7% | -12.7% | +3.4% |
| 3Y | +279.0% | +47.7% | +231.3% | +225.4% |
| 5Y | +427.0% | +82.6% | +344.4% | +311.3% |
| 10Y | +158.6% | +141.8% | +16.8% | +86.1% |
| All | +158.6% | +141.1% | +17.5% | +86.1% |
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