+436.6%
GE vs ALB
-44.4%
+481.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.8% |
| 7D | -1.6% | -8.1% | +6.5% | -0.4% |
| 30D | -11.6% | +6.3% | -17.8% | -12.6% |
| 3M | +3.0% | -23.6% | +26.6% | +6.9% |
| 6M | -0.5% | -24.6% | +24.1% | +2.5% |
| YTD | +9.7% | -10.3% | +20.0% | +9.0% |
| 1Y | +20.0% | +61.5% | -41.4% | +6.0% |
| 3Y | +275.8% | -34.0% | +309.8% | +282.5% |
| All | +436.6% | -44.4% | +481.0% | +432.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling