+162.4%
GE vs ALB
+38.2%
+124.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +6.3% | +9.5% | -3.2% | +3.9% |
| 30D | +8.9% | -2.1% | +11.0% | +9.2% |
| 3M | -9.2% | -24.1% | +14.9% | -3.5% |
| 6M | +13.2% | -51.0% | +64.2% | +33.2% |
| YTD | +9.4% | -29.3% | +38.7% | +14.3% |
| 1Y | +9.8% | +3.2% | +6.6% | +3.1% |
| 3Y | +278.2% | -9.3% | +287.5% | +229.3% |
| 5Y | +396.0% | -61.6% | +457.6% | +443.8% |
| 10Y | +162.4% | +40.8% | +121.6% | +56.8% |
| All | +162.4% | +38.2% | +124.1% | +56.8% |
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