+436.7%
GE vs EW
-28.5%
+465.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.2% |
| 7D | +1.2% | -4.4% | +5.6% | +2.3% |
| 30D | -9.5% | -3.3% | -6.2% | -8.8% |
| 3M | +4.1% | +1.0% | +3.1% | +3.7% |
| 6M | +3.9% | +6.2% | -2.3% | +2.1% |
| YTD | +9.0% | +1.7% | +7.3% | +8.2% |
| 1Y | +21.9% | +8.1% | +13.8% | +19.1% |
| 3Y | +281.8% | +17.1% | +264.7% | +250.4% |
| 5Y | +436.7% | -29.4% | +466.1% | +451.2% |
| All | +436.7% | -28.5% | +465.2% | +451.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling