+162.4%
GE vs B
+183.2%
-20.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.5% |
| 7D | +6.3% | +11.3% | -5.1% | +5.3% |
| 30D | +8.9% | +2.9% | +5.9% | +8.5% |
| 3M | -9.2% | -2.9% | -6.3% | -9.2% |
| 6M | +13.2% | -1.2% | +14.4% | +12.9% |
| YTD | +9.4% | -1.3% | +10.7% | +8.7% |
| 1Y | +9.8% | +30.4% | -20.6% | +7.4% |
| 3Y | +278.2% | +195.3% | +82.9% | +253.4% |
| 5Y | +396.0% | +146.2% | +249.8% | +362.9% |
| 10Y | +162.4% | +200.5% | -38.1% | +139.2% |
| All | +162.4% | +183.2% | -20.9% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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