+158.6%
GE vs EL
+63.7%
+94.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +4.0% | +0.3% | +3.8% | +4.0% |
| 30D | +11.1% | +12.3% | -1.2% | +7.3% |
| 3M | -6.7% | +28.4% | -35.1% | -14.0% |
| 6M | +14.3% | +36.7% | -22.5% | +2.8% |
| YTD | +11.7% | +8.4% | +3.4% | +5.9% |
| 1Y | +10.9% | +25.4% | -14.5% | +0.1% |
| 3Y | +279.0% | +3.4% | +275.6% | +235.0% |
| 5Y | +427.0% | -64.8% | +491.8% | +620.3% |
| 10Y | +158.6% | +63.0% | +95.6% | +113.8% |
| All | +158.6% | +63.7% | +94.9% | +113.8% |
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