+152.0%
GE vs EXC
+152.4%
-0.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.6% |
| 7D | -1.2% | +0.3% | -1.6% | -1.4% |
| 30D | -11.3% | -0.9% | -10.4% | -11.0% |
| 3M | -1.4% | -2.7% | +1.3% | -0.6% |
| 6M | +1.2% | -9.4% | +10.6% | +5.0% |
| YTD | +5.9% | +3.0% | +2.9% | +3.5% |
| 1Y | +18.4% | +5.1% | +13.3% | +14.3% |
| 3Y | +271.0% | +20.6% | +250.4% | +226.6% |
| 5Y | +417.9% | +45.7% | +372.2% | +301.3% |
| 10Y | +152.0% | +160.8% | -8.9% | +61.9% |
| All | +152.0% | +152.4% | -0.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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