+405.9%
GE vs B
+110.9%
+295.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.3% | -2.9% |
| 7D | +5.1% | -6.2% | +11.3% | +6.2% |
| 30D | +7.6% | -6.6% | +14.2% | +8.6% |
| 3M | -9.3% | -7.9% | -1.4% | -8.4% |
| 6M | +11.5% | -16.8% | +28.3% | +14.0% |
| YTD | +7.9% | -11.7% | +19.5% | +8.4% |
| 1Y | +7.6% | +3.5% | +4.2% | +5.6% |
| 3Y | +265.9% | +165.7% | +100.1% | +205.1% |
| 5Y | +405.9% | +108.4% | +297.5% | +328.5% |
| All | +405.9% | +110.9% | +295.0% | +328.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling