+156.9%
GE vs EWT
+502.5%
-345.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.7% | +9.1% | -6.5% | -1.8% |
| 30D | +8.1% | -12.2% | +20.3% | +14.4% |
| 3M | -7.9% | -9.4% | +1.6% | -4.2% |
| 6M | +12.9% | +2.7% | +10.2% | +9.0% |
| YTD | +8.2% | +53.3% | -45.1% | -14.8% |
| 1Y | +9.7% | +59.2% | -49.5% | -15.3% |
| 3Y | +266.1% | +157.1% | +109.0% | +119.6% |
| 5Y | +407.4% | +119.6% | +287.8% | +229.0% |
| 10Y | +150.3% | +446.9% | -296.6% | +5.6% |
| All | +156.9% | +502.5% | -345.6% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling