+436.7%
GE vs ESI
+77.4%
+359.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +1.2% | +5.4% | -4.2% | -1.0% |
| 30D | -9.5% | -4.2% | -5.3% | -8.1% |
| 3M | +4.1% | -9.6% | +13.7% | +7.0% |
| 6M | +3.9% | +18.3% | -14.4% | -6.4% |
| YTD | +9.0% | +45.8% | -36.8% | -11.3% |
| 1Y | +21.9% | +39.2% | -17.2% | +0.5% |
| 3Y | +281.8% | +86.3% | +195.5% | +162.0% |
| 5Y | +436.7% | +76.2% | +360.5% | +265.2% |
| All | +436.7% | +77.4% | +359.3% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling