+396.0%
GE vs BAX
-63.0%
+459.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.3% |
| 7D | +6.3% | +9.0% | -2.8% | +4.5% |
| 30D | +8.9% | +8.5% | +0.4% | +7.0% |
| 3M | -9.2% | -4.1% | -5.1% | -8.7% |
| 6M | +13.2% | +46.9% | -33.7% | +4.2% |
| YTD | +9.4% | +38.4% | -29.0% | +0.9% |
| 1Y | +9.8% | +47.0% | -37.2% | -0.1% |
| 3Y | +278.2% | -14.9% | +293.1% | +275.5% |
| 5Y | +396.0% | -62.5% | +458.5% | +507.7% |
| All | +396.0% | -63.0% | +459.0% | +507.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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