+238.5%
GE vs EFV
+249.2%
-10.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +2.7% | +2.5% | +0.1% | +0.4% |
| 30D | +8.1% | +2.9% | +5.2% | +5.3% |
| 3M | -7.9% | -1.4% | -6.4% | -6.7% |
| 6M | +12.9% | +5.5% | +7.4% | +7.5% |
| YTD | +8.2% | +16.1% | -7.9% | -5.2% |
| 1Y | +9.7% | +20.3% | -10.6% | -7.0% |
| 3Y | +266.1% | +90.4% | +175.7% | +103.6% |
| 5Y | +407.4% | +93.5% | +313.9% | +179.7% |
| 10Y | +150.3% | +161.5% | -11.2% | +10.9% |
| All | +238.5% | +249.2% | -10.7% | +26.3% |
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