+1,591.2%
GE vs EME
+61,143.5%
-59,552.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | -11.6% | -8.3% | -3.3% | -9.1% |
| 3M | +3.0% | -10.7% | +13.8% | +5.8% |
| 6M | -0.5% | +1.9% | -2.4% | -2.5% |
| YTD | +9.7% | +23.5% | -13.7% | +0.5% |
| 1Y | +20.0% | +18.0% | +2.1% | +10.4% |
| 3Y | +275.8% | +236.1% | +39.7% | +137.2% |
| 5Y | +429.1% | +527.9% | -98.8% | +168.8% |
| 10Y | +151.2% | +1,252.8% | -1,101.6% | -1.1% |
| All | +1,591.2% | +61,143.5% | -59,552.3% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling