+155.5%
GE vs ES
+85.7%
+69.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.6% |
| 7D | +7.1% | +1.9% | +5.2% | +6.4% |
| 30D | +6.5% | +7.1% | -0.6% | +4.2% |
| 3M | -13.6% | -1.9% | -11.6% | -13.2% |
| 6M | +6.0% | +4.4% | +1.6% | +4.2% |
| YTD | +5.4% | +7.3% | -1.9% | +2.6% |
| 1Y | +6.5% | +2.1% | +4.3% | +4.7% |
| 3Y | +268.6% | +41.8% | +226.7% | +217.3% |
| 5Y | +389.0% | +1.4% | +387.6% | +372.0% |
| All | +155.5% | +85.7% | +69.8% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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