+152.0%
GE vs A
+236.6%
-84.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -1.2% | -4.4% | +3.1% | +0.6% |
| 30D | -11.3% | -2.7% | -8.6% | -10.5% |
| 3M | -1.4% | +7.0% | -8.4% | -4.7% |
| 6M | +1.2% | +24.6% | -23.4% | -9.0% |
| YTD | +5.9% | +7.0% | -1.1% | +1.4% |
| 1Y | +18.4% | +15.6% | +2.8% | +8.9% |
| 3Y | +271.0% | +29.9% | +241.1% | +211.4% |
| 5Y | +417.9% | -15.4% | +433.3% | +422.6% |
| 10Y | +152.0% | +248.9% | -96.9% | +37.0% |
| All | +152.0% | +236.6% | -84.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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