+1,567.1%
GE vs EME
+53,473.8%
-51,906.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.7% | +8.4% | -5.7% | -0.1% |
| 30D | +8.1% | -11.5% | +19.6% | +12.2% |
| 3M | -7.9% | -20.6% | +12.8% | -1.1% |
| 6M | +12.9% | -28.5% | +41.4% | +24.1% |
| YTD | +8.2% | +8.0% | +0.2% | +3.0% |
| 1Y | +9.7% | +6.8% | +2.9% | +4.8% |
| 3Y | +266.1% | +213.9% | +52.2% | +135.6% |
| 5Y | +407.4% | +414.8% | -7.4% | +174.1% |
| 10Y | +150.3% | +916.9% | -766.6% | +7.3% |
| All | +1,567.1% | +53,473.8% | -51,906.7% | +287.9% |
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 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