+2,938.0%
GE vs BAX
+920.2%
+2,017.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +4.0% | -0.6% | +4.6% | +4.3% |
| 30D | +11.1% | +6.3% | +4.8% | +8.7% |
| 3M | -6.7% | -4.6% | -2.2% | -5.8% |
| 6M | +14.3% | +50.4% | -36.1% | -1.0% |
| YTD | +11.7% | +38.0% | -26.3% | -1.8% |
| 1Y | +10.9% | +44.6% | -33.7% | -4.3% |
| 3Y | +279.0% | -15.1% | +294.1% | +273.2% |
| 5Y | +427.0% | -63.3% | +490.3% | +575.0% |
| 10Y | +158.6% | -34.4% | +193.0% | +168.8% |
| All | +2,938.0% | +920.2% | +2,017.8% | +1,021.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling