+10.9%
GE vs EW
+25.3%
-14.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.8% |
| 7D | +4.0% | +6.5% | -2.4% | +1.8% |
| 30D | +11.1% | +22.5% | -11.4% | +4.1% |
| 3M | -6.7% | +13.0% | -19.7% | -10.4% |
| 6M | +14.3% | +37.1% | -22.8% | +2.4% |
| YTD | +11.7% | +24.1% | -12.4% | +4.4% |
| 1Y | +10.9% | +24.2% | -13.3% | +3.8% |
| All | +10.9% | +25.3% | -14.4% | +3.8% |
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