+232.5%
GE vs ESI
+195.2%
+37.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +5.4% | -6.6% | +12.0% | +7.7% |
| 30D | +9.6% | -9.8% | +19.5% | +13.1% |
| 3M | -7.7% | -11.9% | +4.2% | -4.4% |
| 6M | +14.0% | -25.1% | +39.1% | +23.5% |
| YTD | +10.2% | +31.9% | -21.7% | -2.8% |
| 1Y | +8.9% | +19.2% | -10.3% | -0.8% |
| 3Y | +273.7% | +76.2% | +197.5% | +191.9% |
| 5Y | +410.2% | +39.4% | +370.8% | +325.1% |
| 10Y | +157.4% | +304.9% | -147.5% | +57.2% |
| All | +232.5% | +195.2% | +37.3% | +113.7% |
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