+2,765.1%
GE vs ED
+2,460.7%
+304.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.7% |
| 7D | +7.1% | +1.6% | +5.5% | +6.4% |
| 30D | +6.5% | +13.3% | -6.8% | +1.1% |
| 3M | -13.6% | +9.7% | -23.3% | -16.9% |
| 6M | +6.0% | +12.8% | -6.8% | +0.4% |
| YTD | +5.4% | +22.3% | -16.9% | -3.8% |
| 1Y | +6.5% | +26.3% | -19.8% | -4.2% |
| 3Y | +268.6% | +45.0% | +223.6% | +205.2% |
| 5Y | +389.0% | +80.2% | +308.9% | +262.8% |
| 10Y | +163.3% | +129.9% | +33.5% | +68.1% |
| All | +2,765.1% | +2,460.7% | +304.4% | +482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling