+417.9%
GE vs EOG
+179.2%
+238.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.0% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -11.3% | +3.4% | -14.6% | -11.8% |
| 3M | -1.4% | +7.8% | -9.2% | -3.2% |
| 6M | +1.2% | +13.4% | -12.1% | -2.6% |
| YTD | +5.9% | +43.5% | -37.6% | -4.1% |
| 1Y | +18.4% | +29.7% | -11.3% | +9.8% |
| 3Y | +271.0% | +23.2% | +247.8% | +244.2% |
| 5Y | +417.9% | +176.4% | +241.5% | +240.1% |
| All | +417.9% | +179.2% | +238.7% | +240.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling