+519.7%
GE vs EXE
+163.8%
+355.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +4.0% | +1.5% | +2.5% | +3.7% |
| 30D | +11.1% | -0.2% | +11.3% | +11.0% |
| 3M | -6.7% | -9.2% | +2.5% | -5.1% |
| 6M | +14.3% | -7.2% | +21.5% | +15.4% |
| YTD | +11.7% | -18.3% | +30.0% | +15.6% |
| 1Y | +10.9% | -23.6% | +34.5% | +16.4% |
| 3Y | +279.0% | +21.9% | +257.1% | +251.7% |
| 5Y | +427.0% | +73.7% | +353.3% | +325.2% |
| All | +519.7% | +163.8% | +355.9% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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