+262.7%
GE vs EOG
+22.2%
+240.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -2.9% |
| 7D | -1.2% | -1.3% | +0.1% | -1.2% |
| 30D | -11.3% | +3.4% | -14.6% | -11.4% |
| 3M | -1.4% | +7.8% | -9.2% | -1.9% |
| 6M | +1.2% | +13.4% | -12.1% | -1.2% |
| YTD | +5.9% | +43.5% | -37.6% | -2.5% |
| 1Y | +18.4% | +29.7% | -11.3% | +11.8% |
| All | +262.7% | +22.2% | +240.5% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling