+157.4%
GE vs EL
+60.9%
+96.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +5.4% | +7.6% | -2.3% | +3.3% |
| 30D | +9.6% | +15.7% | -6.0% | +5.1% |
| 3M | -7.7% | +30.5% | -38.2% | -15.3% |
| 6M | +14.0% | +32.5% | -18.5% | +3.5% |
| YTD | +10.2% | +9.4% | +0.7% | +4.1% |
| 1Y | +8.9% | +28.4% | -19.4% | -2.4% |
| 3Y | +273.7% | +4.4% | +269.2% | +229.4% |
| 5Y | +410.2% | -64.5% | +474.7% | +596.2% |
| 10Y | +157.4% | +64.9% | +92.5% | +112.4% |
| All | +157.4% | +60.9% | +96.6% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling