+281.8%
GE vs ESI
+82.9%
+198.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +1.2% | +5.4% | -4.2% | -0.7% |
| 30D | -9.5% | -4.2% | -5.3% | -8.3% |
| 3M | +4.1% | -9.6% | +13.7% | +6.4% |
| 6M | +3.9% | +18.3% | -14.4% | -4.9% |
| YTD | +9.0% | +45.8% | -36.8% | -8.5% |
| 1Y | +21.9% | +39.2% | -17.2% | +3.5% |
| 3Y | +281.8% | +86.3% | +195.5% | +187.4% |
| All | +281.8% | +82.9% | +198.9% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling