+160.7%
GE vs EWT
+594.1%
-433.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.2% |
| 7D | -1.6% | +4.0% | -5.6% | -3.5% |
| 30D | -11.6% | +10.3% | -21.9% | -15.9% |
| 3M | +3.0% | +6.1% | -3.1% | -1.1% |
| 6M | -0.5% | +56.6% | -57.2% | -21.6% |
| YTD | +9.7% | +76.6% | -66.8% | -18.7% |
| 1Y | +20.0% | +97.9% | -77.8% | -16.1% |
| 3Y | +275.8% | +198.0% | +77.9% | +111.5% |
| 5Y | +429.1% | +151.8% | +277.3% | +223.4% |
| 10Y | +151.2% | +514.1% | -363.0% | +0.6% |
| All | +160.7% | +594.1% | -433.4% | -28.6% |
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