+498.2%
GE vs EXE
+163.0%
+335.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +5.1% | +3.6% | +1.6% | +4.4% |
| 30D | +7.6% | -4.3% | +11.9% | +8.5% |
| 3M | -9.3% | -7.7% | -1.6% | -8.0% |
| 6M | +11.5% | -7.2% | +18.8% | +12.6% |
| YTD | +7.9% | -18.5% | +26.4% | +11.6% |
| 1Y | +7.6% | -24.4% | +32.0% | +13.3% |
| 3Y | +265.9% | +21.6% | +244.3% | +239.7% |
| 5Y | +405.9% | +77.3% | +328.6% | +305.1% |
| All | +498.2% | +163.0% | +335.2% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling