+231.8%
GE vs EXPE
+851.4%
-619.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -1.6% | -9.5% | +7.9% | +1.3% |
| 30D | -11.6% | -6.6% | -4.9% | -10.0% |
| 3M | +3.0% | +31.4% | -28.4% | -5.5% |
| 6M | -0.5% | +35.2% | -35.7% | -10.4% |
| YTD | +9.7% | +5.8% | +3.9% | +5.0% |
| 1Y | +20.0% | +38.7% | -18.6% | +4.6% |
| 3Y | +275.8% | +175.8% | +100.1% | +154.3% |
| 5Y | +429.1% | +111.8% | +317.2% | +269.4% |
| 10Y | +151.2% | +179.7% | -28.5% | +48.0% |
| All | +231.8% | +851.4% | -619.7% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling