+243.4%
GE vs EFV
+258.8%
-15.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.9% |
| 30D | -11.6% | +1.7% | -13.3% | -13.0% |
| 3M | +3.0% | +8.6% | -5.6% | -4.5% |
| 6M | -0.5% | +11.7% | -12.2% | -9.6% |
| YTD | +9.7% | +19.3% | -9.5% | -6.2% |
| 1Y | +20.0% | +30.2% | -10.2% | -5.3% |
| 3Y | +275.8% | +91.6% | +184.3% | +108.0% |
| 5Y | +429.1% | +96.4% | +332.7% | +187.9% |
| 10Y | +151.2% | +166.5% | -15.3% | +9.3% |
| All | +243.4% | +258.8% | -15.4% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling