+266.1%
GE vs EXC
+31.9%
+234.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +8.1% | +8.6% | -0.5% | +7.9% |
| 3M | -7.9% | +2.4% | -10.2% | -8.0% |
| 6M | +12.9% | +6.5% | +6.4% | +12.6% |
| YTD | +8.2% | +9.0% | -0.9% | +7.9% |
| 1Y | +9.7% | +4.6% | +5.1% | +9.5% |
| 3Y | +266.1% | +33.5% | +232.6% | +271.6% |
| All | +266.1% | +31.9% | +234.3% | +271.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling