+2,883.5%
GE vs EXC
+2,353.7%
+529.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.6% | -3.7% | -7.8% | -10.4% |
| 3M | +3.0% | -1.3% | +4.3% | +3.2% |
| 6M | -0.5% | -9.7% | +9.2% | +2.7% |
| YTD | +9.7% | +2.9% | +6.8% | +7.8% |
| 1Y | +20.0% | +4.4% | +15.6% | +17.1% |
| 3Y | +275.8% | +22.2% | +253.6% | +239.3% |
| 5Y | +429.1% | +46.7% | +382.4% | +341.6% |
| 10Y | +151.2% | +155.3% | -4.2% | +69.7% |
| All | +2,883.5% | +2,353.7% | +529.8% | +849.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling