+436.6%
GE vs B
+153.8%
+282.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | -11.6% | +9.4% | -21.0% | -13.1% |
| 3M | +3.0% | +5.0% | -2.0% | +1.6% |
| 6M | -0.5% | -3.5% | +3.0% | -1.0% |
| YTD | +9.7% | +4.5% | +5.3% | +7.5% |
| 1Y | +20.0% | +67.8% | -47.7% | +9.3% |
| 3Y | +275.8% | +196.7% | +79.1% | +210.5% |
| All | +436.6% | +153.8% | +282.8% | +336.2% |
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 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