+152.0%
GE vs EL
+28.8%
+123.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.0% |
| 7D | -1.2% | -2.4% | +1.1% | -0.6% |
| 30D | -11.3% | +13.7% | -24.9% | -15.0% |
| 3M | -1.4% | +14.5% | -15.9% | -6.1% |
| 6M | +1.2% | +7.4% | -6.2% | -2.6% |
| YTD | +5.9% | -4.7% | +10.6% | +4.4% |
| 1Y | +18.4% | +12.9% | +5.5% | +9.8% |
| 3Y | +271.0% | -32.2% | +303.2% | +281.8% |
| 5Y | +417.9% | -68.4% | +486.3% | +625.3% |
| 10Y | +152.0% | +28.3% | +123.7% | +119.3% |
| All | +152.0% | +28.8% | +123.1% | +119.3% |
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