+266.1%
GE vs EW
+62.8%
+203.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +2.7% | +4.9% | -2.3% | +1.7% |
| 30D | +8.1% | +23.9% | -15.9% | +3.6% |
| 3M | -7.9% | +15.8% | -23.6% | -10.5% |
| 6M | +12.9% | +31.7% | -18.7% | +6.9% |
| YTD | +8.2% | +25.7% | -17.5% | +3.1% |
| 1Y | +9.7% | +24.4% | -14.8% | +4.7% |
| 3Y | +266.1% | +65.9% | +200.2% | +224.9% |
| All | +266.1% | +62.8% | +203.3% | +224.9% |
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