+2,883.5%
GE vs ETR
+4,412.2%
-1,528.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -11.6% | +1.0% | -12.6% | -11.9% |
| 3M | +3.0% | -1.3% | +4.3% | +3.3% |
| 6M | -0.5% | +1.9% | -2.4% | -1.6% |
| YTD | +9.7% | +18.2% | -8.4% | +3.1% |
| 1Y | +20.0% | +24.7% | -4.6% | +10.6% |
| 3Y | +275.8% | +150.7% | +125.2% | +167.9% |
| 5Y | +429.1% | +127.0% | +302.1% | +285.7% |
| 10Y | +151.2% | +295.5% | -144.3% | +50.9% |
| All | +2,883.5% | +4,412.2% | -1,528.7% | +908.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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