+1,154.1%
GE vs EL
+1,685.7%
-531.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -11.6% | +19.8% | -31.4% | -17.3% |
| 3M | +3.0% | +25.7% | -22.7% | -5.5% |
| 6M | -0.5% | +5.4% | -6.0% | -4.2% |
| YTD | +9.7% | +0.2% | +9.5% | +6.1% |
| 1Y | +20.0% | +20.4% | -0.4% | +8.1% |
| 3Y | +275.8% | -32.1% | +308.0% | +280.0% |
| 5Y | +429.1% | -67.2% | +496.3% | +577.5% |
| 10Y | +151.2% | +31.7% | +119.4% | +90.6% |
| All | +1,154.1% | +1,685.7% | -531.7% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling