+151.5%
GE vs ES
+85.1%
+66.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.2% | +1.4% | -0.3% | +0.7% |
| 30D | -9.5% | -1.2% | -8.3% | -9.2% |
| 3M | +4.1% | +5.0% | -0.9% | +2.4% |
| 6M | +3.9% | -2.8% | +6.8% | +4.6% |
| YTD | +9.0% | +8.6% | +0.4% | +5.9% |
| 1Y | +21.9% | +18.9% | +3.0% | +14.3% |
| 3Y | +281.8% | +32.1% | +249.7% | +237.4% |
| 5Y | +436.7% | -5.1% | +441.8% | +432.3% |
| 10Y | +151.5% | +84.2% | +67.3% | +114.5% |
| All | +151.5% | +85.1% | +66.4% | +114.5% |
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