+151.2%
GE vs ES
+96.6%
+54.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.7% |
| 7D | +5.1% | -1.1% | +6.2% | +5.4% |
| 30D | +7.6% | +8.2% | -0.7% | +4.9% |
| 3M | -9.3% | +0.6% | -9.9% | -9.6% |
| 6M | +11.5% | +6.0% | +5.6% | +9.2% |
| YTD | +7.9% | +9.3% | -1.5% | +4.4% |
| 1Y | +7.6% | +1.1% | +6.5% | +6.3% |
| 3Y | +265.9% | +51.9% | +213.9% | +207.0% |
| 5Y | +405.9% | +6.5% | +399.5% | +379.9% |
| All | +151.2% | +96.6% | +54.6% | +114.7% |
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