+436.7%
GE vs EL
-67.4%
+504.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | -9.5% | +15.5% | -25.0% | -12.3% |
| 3M | +4.1% | +20.6% | -16.4% | -0.2% |
| 6M | +3.9% | +10.5% | -6.5% | +0.8% |
| YTD | +9.0% | -1.9% | +10.9% | +7.4% |
| 1Y | +21.9% | +16.1% | +5.9% | +15.3% |
| 3Y | +281.8% | -30.2% | +312.0% | +289.7% |
| 5Y | +436.7% | -67.4% | +504.1% | +628.5% |
| All | +436.7% | -67.4% | +504.1% | +628.5% |
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