+411.8%
GE vs EXC
+41.3%
+370.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | +8.1% | +8.6% | -0.5% | +6.2% |
| 3M | -7.9% | +2.4% | -10.2% | -8.4% |
| 6M | +12.9% | +6.5% | +6.4% | +11.1% |
| YTD | +8.2% | +9.0% | -0.9% | +5.6% |
| 1Y | +9.7% | +4.6% | +5.1% | +8.1% |
| 3Y | +266.1% | +33.5% | +232.6% | +234.5% |
| All | +411.8% | +41.3% | +370.5% | +334.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling