+72.2%
F vs GE
+162.3%
-90.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -0.2% | +5.4% | -5.6% | -2.6% |
| 30D | +0.9% | +9.6% | -8.7% | -3.3% |
| 3M | -11.3% | -7.7% | -3.6% | -8.5% |
| 6M | +2.0% | +14.0% | -12.0% | -4.8% |
| YTD | -3.2% | +10.2% | -13.3% | -9.1% |
| 1Y | -3.5% | +8.9% | -12.4% | -9.0% |
| 3Y | +48.1% | +273.7% | -225.6% | -26.2% |
| 5Y | -13.5% | +410.2% | -423.7% | -63.9% |
| 10Y | +72.2% | +157.4% | -85.3% | -18.0% |
| All | +72.2% | +162.3% | -90.1% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling