+487.5%
GE vs EXE
+187.5%
+299.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | -11.3% | -0.4% | -10.9% | -11.2% |
| 3M | -1.4% | +9.5% | -10.9% | -3.6% |
| 6M | +1.2% | -9.3% | +10.6% | +2.9% |
| YTD | +5.9% | -10.9% | +16.8% | +7.8% |
| 1Y | +18.4% | +4.3% | +14.1% | +15.2% |
| 3Y | +271.0% | +18.8% | +252.2% | +247.4% |
| 5Y | +417.9% | +101.4% | +316.5% | +298.0% |
| All | +487.5% | +187.5% | +299.9% | +290.6% |
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