+436.7%
GE vs BAX
-67.0%
+503.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.1% |
| 7D | +1.2% | -2.4% | +3.6% | +1.6% |
| 30D | -9.5% | -9.7% | +0.2% | -7.8% |
| 3M | +4.1% | +29.3% | -25.1% | -1.5% |
| 6M | +3.9% | +40.7% | -36.7% | -3.5% |
| YTD | +9.0% | +30.3% | -21.3% | +1.9% |
| 1Y | +21.9% | +3.4% | +18.5% | +18.9% |
| 3Y | +281.8% | -32.0% | +313.8% | +298.4% |
| 5Y | +436.7% | -66.9% | +503.6% | +580.5% |
| All | +436.7% | -67.0% | +503.8% | +580.5% |
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