+396.0%
GE vs ESI
+42.9%
+353.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +1.7% |
| 7D | +6.3% | -3.5% | +9.7% | +7.6% |
| 30D | +8.9% | -9.3% | +18.1% | +12.6% |
| 3M | -9.2% | -12.8% | +3.6% | -5.0% |
| 6M | +13.2% | -24.6% | +37.8% | +24.0% |
| YTD | +9.4% | +32.7% | -23.4% | -8.5% |
| 1Y | +9.8% | +20.3% | -10.5% | -4.4% |
| 3Y | +278.2% | +80.2% | +198.0% | +157.3% |
| 5Y | +396.0% | +40.0% | +356.1% | +294.0% |
| All | +396.0% | +42.9% | +353.1% | +294.0% |
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 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