+15.0%
GE vs EOG
+29.6%
-14.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.3% |
| 7D | -2.8% | +1.0% | -3.8% | -2.4% |
| 30D | -11.9% | +2.8% | -14.8% | -10.9% |
| 3M | +1.8% | +5.9% | -4.1% | +5.0% |
| 6M | -0.6% | +17.1% | -17.7% | +3.5% |
| YTD | +5.5% | +43.9% | -38.4% | +10.4% |
| 1Y | +15.0% | +26.9% | -11.9% | +20.4% |
| All | +15.0% | +29.6% | -14.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling