+162.4%
GE vs EXC
+176.1%
-13.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +6.3% | -1.7% | +8.0% | +7.0% |
| 30D | +8.9% | +9.3% | -0.4% | +4.5% |
| 3M | -9.2% | +1.0% | -10.2% | -9.8% |
| 6M | +13.2% | +5.9% | +7.3% | +9.7% |
| YTD | +9.4% | +7.6% | +1.8% | +4.6% |
| 1Y | +9.8% | +2.4% | +7.4% | +7.3% |
| 3Y | +278.2% | +30.2% | +247.9% | +220.3% |
| 5Y | +396.0% | +41.4% | +354.7% | +291.6% |
| 10Y | +162.4% | +183.8% | -21.4% | +67.9% |
| All | +162.4% | +176.1% | -13.7% | +67.9% |
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