+147.5%
GE vs GIS
-19.5%
+167.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -4.0% | -6.4% | +2.4% | -3.4% |
| 30D | -11.4% | -6.1% | -5.3% | -11.0% |
| 3M | -2.6% | +7.8% | -10.5% | -3.8% |
| 6M | -0.3% | -8.8% | +8.5% | +0.3% |
| YTD | +5.4% | -19.1% | +24.5% | +7.2% |
| 1Y | +15.5% | -24.8% | +40.3% | +18.5% |
| 3Y | +260.8% | -37.6% | +298.3% | +275.4% |
| 5Y | +421.6% | -25.4% | +447.1% | +415.1% |
| All | +147.5% | -19.5% | +167.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling