+21.9%
GE vs EW
+7.6%
+14.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.5% |
| 6M | +3.9% | +6.2% | -2.3% | +2.0% |
| YTD | +9.0% | +1.7% | +7.3% | +8.0% |
| 1Y | +21.9% | +8.1% | +13.8% | +16.2% |
| All | +21.9% | +7.6% | +14.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling