+390.5%
GE vs EL
-66.1%
+456.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.3% |
| 7D | +7.1% | +0.8% | +6.3% | +6.9% |
| 30D | +6.5% | +16.5% | -10.1% | +3.3% |
| 3M | -13.6% | +29.2% | -42.7% | -18.2% |
| 6M | +6.0% | +27.9% | -21.9% | 0.0% |
| YTD | +5.4% | +6.2% | -0.8% | +2.1% |
| 1Y | +6.5% | +27.2% | -20.7% | -0.9% |
| 3Y | +268.6% | +3.2% | +265.4% | +235.8% |
| All | +390.5% | -66.1% | +456.6% | +548.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling