+424.5%
GE vs EME
+545.9%
-121.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.8% |
| 7D | -1.2% | +2.7% | -4.0% | -2.3% |
| 30D | -11.3% | -6.8% | -4.5% | -8.9% |
| 3M | -1.4% | -8.8% | +7.4% | +1.2% |
| 6M | +1.2% | +5.0% | -3.8% | -2.8% |
| YTD | +5.9% | +23.5% | -17.6% | -5.7% |
| 1Y | +18.4% | +21.3% | -2.9% | +3.9% |
| 3Y | +271.0% | +241.1% | +29.9% | +85.8% |
| All | +424.5% | +545.9% | -121.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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