+152.0%
GE vs ALB
+80.1%
+71.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.1% |
| 7D | -1.2% | -8.6% | +7.4% | +0.9% |
| 30D | -11.3% | -4.0% | -7.2% | -10.6% |
| 3M | -1.4% | -17.4% | +16.0% | +2.6% |
| 6M | +1.2% | -25.4% | +26.6% | +6.4% |
| YTD | +5.9% | -10.5% | +16.5% | +4.9% |
| 1Y | +18.4% | +75.8% | -57.4% | -4.0% |
| 3Y | +271.0% | -28.5% | +299.5% | +259.2% |
| 5Y | +417.9% | -45.1% | +463.0% | +409.7% |
| 10Y | +152.0% | +87.3% | +64.6% | +36.5% |
| All | +152.0% | +80.1% | +71.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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