+231.2%
GE vs ESI
+224.6%
+6.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.1% |
| 7D | -1.6% | +3.3% | -4.9% | -2.7% |
| 30D | -11.6% | -5.9% | -5.7% | -9.9% |
| 3M | +3.0% | -14.1% | +17.1% | +7.3% |
| 6M | -0.5% | +6.6% | -7.1% | -4.5% |
| YTD | +9.7% | +45.0% | -35.3% | -5.6% |
| 1Y | +20.0% | +41.5% | -21.4% | +3.5% |
| 3Y | +275.8% | +78.8% | +197.1% | +193.6% |
| 5Y | +429.1% | +70.9% | +358.2% | +314.5% |
| 10Y | +151.2% | +317.1% | -165.9% | +50.5% |
| All | +231.2% | +224.6% | +6.6% | +107.5% |
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