+436.7%
GE vs A
-14.2%
+451.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | +1.2% | -2.1% | +3.2% | +1.8% |
| 30D | -9.5% | +0.6% | -10.1% | -9.9% |
| 3M | +4.1% | +10.9% | -6.8% | +0.2% |
| 6M | +3.9% | +28.2% | -24.2% | -5.3% |
| YTD | +9.0% | +8.6% | +0.5% | +5.0% |
| 1Y | +21.9% | +15.5% | +6.4% | +14.3% |
| 3Y | +281.8% | +31.8% | +250.0% | +230.2% |
| 5Y | +436.7% | -14.9% | +451.6% | +371.5% |
| All | +436.7% | -14.2% | +451.0% | +371.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling