+151.2%
GE vs ALB
+34.2%
+117.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | +5.1% | -3.6% | +8.7% | +6.0% |
| 30D | +7.6% | -2.9% | +10.4% | +8.1% |
| 3M | -9.3% | -25.8% | +16.5% | -3.1% |
| 6M | +11.5% | -53.6% | +65.1% | +33.0% |
| YTD | +7.9% | -32.4% | +40.2% | +13.9% |
| 1Y | +7.6% | -13.0% | +20.7% | +5.8% |
| 3Y | +265.9% | -15.0% | +280.9% | +224.2% |
| 5Y | +405.9% | -63.5% | +469.4% | +462.1% |
| All | +151.2% | +34.2% | +117.0% | +54.7% |
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