+396.0%
GE vs EXPE
+40.1%
+356.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +6.3% | -13.3% | +19.6% | +9.4% |
| 30D | +8.9% | -5.5% | +14.4% | +9.8% |
| 3M | -9.2% | -16.5% | +7.3% | -6.2% |
| 6M | +13.2% | +13.1% | +0.1% | +8.4% |
| YTD | +9.4% | -8.0% | +17.4% | +8.5% |
| 1Y | +9.8% | +1.1% | +8.7% | +5.9% |
| 3Y | +278.2% | +131.2% | +147.0% | +177.0% |
| 5Y | +396.0% | +39.8% | +356.3% | +310.3% |
| All | +396.0% | +40.1% | +356.0% | +310.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling