+202.8%
TER vs GE
+430.3%
-227.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.8% |
| 30D | -8.3% | -11.6% | +3.3% | -0.3% |
| 3M | -12.2% | +3.0% | -15.2% | -14.3% |
| 6M | +17.1% | -0.5% | +17.6% | +16.8% |
| YTD | +84.7% | +9.7% | +74.9% | +72.3% |
| 1Y | +199.9% | +20.0% | +179.9% | +164.6% |
| 3Y | +232.8% | +275.8% | -43.1% | +31.2% |
| All | +202.8% | +430.3% | -227.5% | -17.5% |
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