+436.7%
GE vs EXE
+106.6%
+330.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +1.2% | -1.8% | +2.9% | +1.5% |
| 30D | -9.5% | +6.4% | -15.9% | -10.6% |
| 3M | +4.1% | +9.2% | -5.1% | +2.1% |
| 6M | +3.9% | -7.0% | +10.9% | +5.0% |
| YTD | +9.0% | -9.5% | +18.5% | +10.5% |
| 1Y | +21.9% | +6.2% | +15.7% | +18.5% |
| 3Y | +281.8% | +20.7% | +261.1% | +259.1% |
| 5Y | +436.7% | +103.6% | +333.1% | +338.7% |
| All | +436.7% | +106.6% | +330.1% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling