+147.5%
GE vs AU
+699.0%
-551.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.0% | -4.3% | +0.3% | -3.9% |
| 30D | -11.4% | +7.3% | -18.7% | -11.7% |
| 3M | -2.6% | +26.3% | -28.9% | -3.6% |
| 6M | -0.3% | +1.8% | -2.1% | -0.8% |
| YTD | +5.4% | +26.8% | -21.5% | +4.4% |
| 1Y | +15.5% | +66.7% | -51.2% | +13.9% |
| 3Y | +260.8% | +579.1% | -318.3% | +250.0% |
| 5Y | +421.6% | +689.3% | -267.7% | +407.7% |
| All | +147.5% | +699.0% | -551.5% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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