+165.4%
GE vs EWT
+519.9%
-354.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.4% | -1.4% |
| 7D | +4.0% | +3.2% | +0.8% | +2.0% |
| 30D | +11.1% | -12.3% | +23.4% | +17.6% |
| 3M | -6.7% | -3.6% | -3.1% | -6.0% |
| 6M | +14.3% | +3.1% | +11.1% | +10.1% |
| YTD | +11.7% | +57.7% | -46.0% | -13.2% |
| 1Y | +10.9% | +60.3% | -49.4% | -14.6% |
| 3Y | +279.0% | +163.4% | +115.6% | +124.6% |
| 5Y | +427.0% | +127.4% | +299.5% | +235.9% |
| 10Y | +158.6% | +462.7% | -304.1% | +7.6% |
| All | +165.4% | +519.9% | -354.5% | -23.8% |
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