+2,883.5%
GE vs ES
+1,243.3%
+1,640.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.6% | -2.0% | -9.6% | -11.1% |
| 3M | +3.0% | +1.7% | +1.3% | +2.3% |
| 6M | -0.5% | -3.5% | +3.0% | +0.4% |
| YTD | +9.7% | +7.9% | +1.8% | +6.8% |
| 1Y | +20.0% | +17.2% | +2.9% | +13.1% |
| 3Y | +275.8% | +29.3% | +246.5% | +235.8% |
| 5Y | +429.1% | -5.7% | +434.8% | +418.9% |
| 10Y | +151.2% | +85.2% | +66.0% | +94.3% |
| All | +2,883.5% | +1,243.3% | +1,640.3% | +1,180.1% |
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