+152.0%
GE vs EW
+254.3%
-102.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +2.7% | +4.9% | -2.3% | +1.2% |
| 30D | +8.1% | +23.9% | -15.9% | +1.5% |
| 3M | -7.9% | +15.8% | -23.6% | -11.8% |
| 6M | +12.9% | +31.7% | -18.7% | +3.9% |
| YTD | +8.2% | +25.7% | -17.5% | +0.7% |
| 1Y | +9.7% | +24.4% | -14.8% | +2.3% |
| 3Y | +266.1% | +65.9% | +200.2% | +199.2% |
| 5Y | +407.4% | -7.6% | +415.0% | +391.3% |
| All | +152.0% | +254.3% | -102.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling