+152.0%
GE vs AR
+57.4%
+94.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.7% | +7.4% | -4.7% | +1.4% |
| 30D | +8.1% | +5.8% | +2.3% | +6.8% |
| 3M | -7.9% | +5.2% | -13.1% | -9.1% |
| 6M | +12.9% | +5.4% | +7.5% | +10.8% |
| YTD | +8.2% | +12.4% | -4.2% | +3.9% |
| 1Y | +9.7% | +12.8% | -3.1% | +5.1% |
| 3Y | +266.1% | +47.2% | +218.9% | +227.2% |
| 5Y | +407.4% | +101.1% | +306.2% | +306.9% |
| All | +152.0% | +57.4% | +94.6% | +68.7% |
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