+8.1%
GE vs B
+24.4%
-16.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.8% |
| 7D | +6.3% | +11.3% | -5.1% | +3.6% |
| 30D | +8.9% | +2.9% | +5.9% | +7.9% |
| 3M | -9.2% | -2.9% | -6.3% | -9.2% |
| 6M | +13.2% | -1.2% | +14.4% | +11.8% |
| YTD | +9.4% | -1.3% | +10.7% | +3.9% |
| All | +8.1% | +24.4% | -16.2% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling