+508.6%
GE vs EXE
+191.4%
+317.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -11.6% | +8.5% | -20.0% | -13.2% |
| 3M | +3.0% | +5.5% | -2.4% | +1.6% |
| 6M | -0.5% | -5.9% | +5.4% | +0.3% |
| YTD | +9.7% | -9.7% | +19.5% | +11.4% |
| 1Y | +20.0% | +3.6% | +16.5% | +17.1% |
| 3Y | +275.8% | +18.0% | +257.8% | +252.6% |
| 5Y | +429.1% | +109.4% | +319.7% | +300.8% |
| All | +508.6% | +191.4% | +317.2% | +303.5% |
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