+21.9%
GE vs ESI
+39.7%
-17.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +1.2% | +5.4% | -4.2% | -0.3% |
| 30D | -9.5% | -4.2% | -5.3% | -8.6% |
| 3M | +4.1% | -9.6% | +13.7% | +5.6% |
| 6M | +3.9% | +18.3% | -14.4% | -3.6% |
| YTD | +9.0% | +45.8% | -36.8% | -4.3% |
| All | +21.9% | +39.7% | -17.8% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling