+436.7%
GE vs ED
+71.7%
+365.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +1.2% | +0.5% | +0.6% | +1.1% |
| 30D | -9.5% | +1.1% | -10.6% | -9.6% |
| 3M | +4.1% | +4.6% | -0.5% | +3.5% |
| 6M | +3.9% | -2.0% | +5.9% | +4.0% |
| YTD | +9.0% | +11.7% | -2.7% | +7.1% |
| 1Y | +21.9% | +15.7% | +6.2% | +19.0% |
| 3Y | +281.8% | +34.4% | +247.4% | +254.3% |
| 5Y | +436.7% | +67.3% | +369.4% | +378.4% |
| All | +436.7% | +71.7% | +365.0% | +378.4% |
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