+151.5%
GE vs EXPE
+155.3%
-3.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.9% | +7.2% | +1.8% |
| 7D | +1.2% | -9.8% | +10.9% | +4.2% |
| 30D | -9.5% | -11.5% | +2.0% | -6.4% |
| 3M | +4.1% | +21.7% | -17.6% | -2.9% |
| 6M | +3.9% | +10.4% | -6.4% | -0.6% |
| YTD | +9.0% | -2.5% | +11.6% | +6.6% |
| 1Y | +21.9% | +27.3% | -5.4% | +7.6% |
| 3Y | +281.8% | +153.5% | +128.3% | +151.8% |
| 5Y | +436.7% | +91.1% | +345.6% | +267.7% |
| 10Y | +151.5% | +153.1% | -1.6% | +28.1% |
| All | +151.5% | +155.3% | -3.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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