+396.0%
GE vs ED
+82.1%
+314.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +6.3% | -0.1% | +6.3% | +6.2% |
| 30D | +8.9% | +11.6% | -2.7% | +7.6% |
| 3M | -9.2% | +10.5% | -19.7% | -10.1% |
| 6M | +13.2% | +13.2% | 0.0% | +11.6% |
| YTD | +9.4% | +22.1% | -12.7% | +6.5% |
| 1Y | +9.8% | +24.2% | -14.4% | +6.6% |
| 3Y | +278.2% | +46.9% | +231.3% | +248.0% |
| 5Y | +396.0% | +80.8% | +315.2% | +328.7% |
| All | +396.0% | +82.1% | +314.0% | +328.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling