+514.9%
GEV vs GE
+141.5%
+373.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | +3.7% | +2.7% | +1.1% | +1.8% |
| 30D | -14.7% | +8.1% | -22.7% | -19.6% |
| 3M | -23.4% | -7.9% | -15.6% | -19.3% |
| 6M | -24.3% | +12.9% | -37.2% | -31.6% |
| YTD | +23.2% | +8.2% | +15.0% | +12.9% |
| 1Y | +44.2% | +9.7% | +34.6% | +30.8% |
| All | +514.9% | +141.5% | +373.4% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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