+230.2%
GE vs ESI
+197.1%
+33.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +2.1% |
| 7D | +6.3% | -3.5% | +9.7% | +7.4% |
| 30D | +8.9% | -9.3% | +18.1% | +12.1% |
| 3M | -9.2% | -12.8% | +3.6% | -5.7% |
| 6M | +13.2% | -24.6% | +37.8% | +22.3% |
| YTD | +9.4% | +32.7% | -23.4% | -3.7% |
| 1Y | +9.8% | +20.3% | -10.5% | -0.3% |
| 3Y | +278.2% | +80.2% | +198.0% | +193.2% |
| 5Y | +396.0% | +40.0% | +356.1% | +312.7% |
| 10Y | +162.4% | +310.8% | -148.4% | +59.7% |
| All | +230.2% | +197.1% | +33.1% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling