+151.2%
GE vs AR
+57.2%
+94.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.7% |
| 7D | +5.1% | +6.4% | -1.3% | +4.0% |
| 30D | +7.6% | +3.1% | +4.4% | +6.7% |
| 3M | -9.3% | +3.3% | -12.6% | -10.2% |
| 6M | +11.5% | +6.6% | +5.0% | +9.3% |
| YTD | +7.9% | +12.3% | -4.5% | +3.7% |
| 1Y | +7.6% | +12.3% | -4.7% | +3.2% |
| 3Y | +265.9% | +50.4% | +215.4% | +225.6% |
| 5Y | +405.9% | +101.0% | +304.9% | +305.8% |
| All | +151.2% | +57.2% | +94.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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