+2,689.6%
GE vs ES
+1,275.7%
+1,413.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.5% | -5.1% |
| 7D | +0.5% | +5.9% | -5.4% | -1.3% |
| 30D | +1.7% | +10.2% | -8.5% | -1.4% |
| 3M | -17.3% | +0.4% | -17.7% | -17.5% |
| 6M | +10.1% | +6.9% | +3.2% | +7.5% |
| YTD | +2.6% | +10.5% | -7.9% | -1.0% |
| 1Y | +3.7% | +3.2% | +0.5% | +1.7% |
| 3Y | +268.3% | +49.0% | +219.3% | +214.5% |
| 5Y | +376.2% | +4.5% | +371.7% | +351.8% |
| 10Y | +156.4% | +92.3% | +64.1% | +95.9% |
| All | +2,689.6% | +1,275.7% | +1,413.9% | +1,086.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling