+137.1%
GE vs EW
+7,937.2%
-7,800.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | +7.1% | +11.0% | -3.9% | +4.4% |
| 30D | +6.5% | +19.1% | -12.6% | +2.1% |
| 3M | -13.6% | +14.4% | -27.9% | -16.4% |
| 6M | +6.0% | +22.8% | -16.8% | +0.6% |
| YTD | +5.4% | +19.8% | -14.4% | +0.5% |
| 1Y | +6.5% | +23.9% | -17.4% | +0.7% |
| 3Y | +268.6% | +52.2% | +216.4% | +222.0% |
| 5Y | +389.0% | -13.9% | +403.0% | +382.1% |
| 10Y | +163.3% | +241.9% | -78.6% | +86.0% |
| All | +137.1% | +7,937.2% | -7,800.1% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling