+284.1%
GE vs EXPE
+182.4%
+101.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -1.6% | -9.5% | +7.9% | +0.1% |
| 30D | -11.6% | -6.6% | -4.9% | -10.6% |
| 3M | +3.0% | +31.4% | -28.4% | -2.3% |
| 6M | -0.5% | +35.2% | -35.7% | -6.6% |
| YTD | +9.7% | +5.8% | +3.9% | +7.3% |
| 1Y | +20.0% | +38.7% | -18.6% | +9.7% |
| All | +284.1% | +182.4% | +101.7% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling