+18.4%
GE vs EL
+12.1%
+6.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.5% |
| 7D | -1.2% | -2.4% | +1.1% | -1.0% |
| 30D | -11.3% | +13.7% | -24.9% | -12.5% |
| 3M | -1.4% | +14.5% | -15.9% | -3.1% |
| 6M | +1.2% | +7.4% | -6.2% | -1.2% |
| YTD | +5.9% | -4.7% | +10.6% | +4.0% |
| 1Y | +18.4% | +12.9% | +5.5% | +13.4% |
| All | +18.4% | +12.1% | +6.3% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling