+8.9%
GE vs EXPE
-2.5%
+11.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +5.4% | -11.2% | +16.6% | +6.8% |
| 30D | +9.6% | -7.5% | +17.1% | +10.6% |
| 3M | -7.7% | -19.1% | +11.4% | -6.0% |
| 6M | +14.0% | +10.7% | +3.3% | +12.9% |
| YTD | +10.2% | -9.9% | +20.1% | +9.7% |
| 1Y | +8.9% | -4.6% | +13.5% | +8.1% |
| All | +8.9% | -2.5% | +11.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling