+411.8%
GE vs ALB
-64.0%
+475.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +2.7% | -5.8% | +8.4% | +3.6% |
| 30D | +8.1% | -4.5% | +12.6% | +8.7% |
| 3M | -7.9% | -28.1% | +20.2% | -3.4% |
| 6M | +12.9% | -53.2% | +66.1% | +26.1% |
| YTD | +8.2% | -33.3% | +41.5% | +12.2% |
| 1Y | +9.7% | -17.4% | +27.1% | +9.3% |
| 3Y | +266.1% | -14.1% | +280.2% | +235.1% |
| All | +411.8% | -64.0% | +475.7% | +448.0% |
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