+768.4%
GE vs EQX
+232.0%
+536.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -4.0% | -3.2% | -0.8% | -3.8% |
| 30D | -11.4% | +7.8% | -19.2% | -12.1% |
| 3M | -2.6% | +21.3% | -24.0% | -4.4% |
| 6M | -0.3% | -22.4% | +22.1% | +0.9% |
| YTD | +5.4% | -11.3% | +16.7% | +5.3% |
| 1Y | +15.5% | +13.5% | +2.0% | +13.1% |
| 3Y | +260.8% | +162.1% | +98.6% | +227.4% |
| 5Y | +421.6% | +84.2% | +337.5% | +368.1% |
| All | +768.4% | +232.0% | +536.3% | +715.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling