+147.5%
GE vs EWT
+523.5%
-376.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.3% |
| 7D | -4.0% | -1.1% | -2.9% | -3.3% |
| 30D | -11.4% | +4.5% | -15.9% | -14.0% |
| 3M | -2.6% | +8.3% | -10.9% | -8.8% |
| 6M | -0.3% | +54.2% | -54.6% | -27.3% |
| YTD | +5.4% | +74.6% | -69.2% | -29.7% |
| 1Y | +15.5% | +84.9% | -69.4% | -26.2% |
| 3Y | +260.8% | +197.5% | +63.2% | +58.2% |
| 5Y | +421.6% | +150.6% | +271.1% | +159.5% |
| All | +147.5% | +523.5% | -376.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling