+152.0%
GE vs ESI
+308.3%
-156.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.2% | +3.9% | -5.2% | -3.0% |
| 30D | -11.3% | -3.8% | -7.5% | -9.9% |
| 3M | -1.4% | -13.1% | +11.7% | +3.6% |
| 6M | +1.2% | +11.3% | -10.1% | -6.7% |
| YTD | +5.9% | +44.1% | -38.2% | -14.5% |
| 1Y | +18.4% | +40.3% | -21.9% | -4.2% |
| 3Y | +271.0% | +84.1% | +186.9% | +152.8% |
| 5Y | +417.9% | +75.8% | +342.1% | +252.0% |
| 10Y | +152.0% | +320.7% | -168.8% | +13.0% |
| All | +152.0% | +308.3% | -156.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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