+506.7%
GE vs EXE
+155.8%
+350.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.5% |
| 7D | +6.3% | -3.9% | +10.2% | +7.1% |
| 30D | +8.9% | -2.6% | +11.4% | +9.3% |
| 3M | -9.2% | -6.9% | -2.3% | -8.1% |
| 6M | +13.2% | -9.3% | +22.6% | +14.9% |
| YTD | +9.4% | -20.7% | +30.1% | +13.9% |
| 1Y | +9.8% | -21.8% | +31.6% | +14.4% |
| 3Y | +278.2% | +16.2% | +262.0% | +254.6% |
| 5Y | +396.0% | +61.1% | +334.9% | +308.8% |
| All | +506.7% | +155.8% | +350.9% | +312.4% |
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