+180.5%
GE vs ACWI
+330.0%
-149.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +7.1% | -2.4% | +9.5% | +10.0% |
| 30D | +6.5% | -5.2% | +11.7% | +12.9% |
| 3M | -13.6% | -4.8% | -8.7% | -8.8% |
| 6M | +6.0% | -1.3% | +7.3% | +7.4% |
| YTD | +5.4% | +8.4% | -3.0% | -3.2% |
| 1Y | +6.5% | +11.0% | -4.6% | -4.8% |
| 3Y | +268.6% | +70.6% | +198.0% | +108.2% |
| 5Y | +389.0% | +55.3% | +333.7% | +207.2% |
| 10Y | +163.3% | +223.2% | -59.9% | -21.3% |
| All | +180.5% | +330.0% | -149.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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