+422.4%
GE vs EFV
+94.1%
+328.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -2.8% | -2.0% | -0.8% | -0.8% |
| 30D | -11.9% | -0.2% | -11.7% | -11.8% |
| 3M | +1.8% | +9.1% | -7.3% | -6.8% |
| 6M | -0.6% | +11.7% | -12.3% | -10.7% |
| YTD | +5.5% | +17.0% | -11.5% | -9.5% |
| 1Y | +15.0% | +26.7% | -11.8% | -8.8% |
| 3Y | +269.5% | +90.2% | +179.4% | +92.5% |
| 5Y | +422.4% | +96.1% | +326.3% | +164.5% |
| All | +422.4% | +94.1% | +328.4% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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