+632.4%
GEV vs GE
+135.2%
+497.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | -4.0% | +5.6% | +4.6% |
| 30D | -7.9% | -11.4% | +3.5% | 0.0% |
| 3M | +5.6% | -2.6% | +8.2% | +7.2% |
| 6M | +13.1% | -0.3% | +13.4% | +11.6% |
| YTD | +46.7% | +5.4% | +41.4% | +37.5% |
| 1Y | +51.3% | +15.5% | +35.8% | +31.1% |
| All | +632.4% | +135.2% | +497.2% | +315.7% |
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