+159.3%
GE vs EW
+123.1%
+36.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.3% |
| 7D | +1.2% | -4.4% | +5.6% | +2.4% |
| 30D | -9.5% | -3.3% | -6.2% | -8.7% |
| 3M | +4.1% | +1.0% | +3.1% | +3.6% |
| 6M | +3.9% | +6.2% | -2.3% | +1.8% |
| YTD | +9.0% | +1.7% | +7.3% | +8.0% |
| 1Y | +21.9% | +8.1% | +13.8% | +18.6% |
| 3Y | +281.8% | +17.1% | +264.7% | +248.4% |
| 5Y | +436.7% | -29.4% | +466.1% | +461.0% |
| All | +159.3% | +123.1% | +36.2% | +102.6% |
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