+620.7%
GEV vs GE
+145.0%
+475.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | +3.3% | -1.6% | +4.9% | +4.5% |
| 30D | -7.5% | -11.6% | +4.1% | +0.8% |
| 3M | -2.2% | +3.0% | -5.2% | -4.6% |
| 6M | +12.1% | -0.5% | +12.6% | +11.3% |
| YTD | +44.4% | +9.7% | +34.7% | +31.4% |
| 1Y | +57.7% | +20.0% | +37.6% | +33.1% |
| All | +620.7% | +145.0% | +475.7% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling