+268.6%
GE vs EW
+51.9%
+216.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | +7.1% | +11.0% | -3.9% | +4.9% |
| 30D | +6.5% | +19.1% | -12.6% | +2.9% |
| 3M | -13.6% | +14.4% | -27.9% | -15.9% |
| 6M | +6.0% | +22.8% | -16.8% | +1.7% |
| YTD | +5.4% | +19.8% | -14.4% | +1.4% |
| 1Y | +6.5% | +23.9% | -17.4% | +1.9% |
| 3Y | +268.6% | +52.2% | +216.4% | +237.4% |
| All | +268.6% | +51.9% | +216.6% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling