+15.5%
GE vs ALL
+29.5%
-14.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.1% |
| 7D | -4.0% | -2.3% | -1.7% | -4.1% |
| 30D | -11.4% | -0.4% | -11.0% | -11.4% |
| 3M | -2.6% | +16.0% | -18.6% | -1.7% |
| 6M | -0.3% | +24.6% | -24.9% | +1.0% |
| YTD | +5.4% | +23.7% | -18.3% | +7.0% |
| 1Y | +15.5% | +27.7% | -12.2% | +17.2% |
| All | +15.5% | +29.5% | -14.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling