+422.4%
GE vs GIS
-25.0%
+447.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | -0.5% |
| 7D | -2.8% | -8.4% | +5.6% | -3.2% |
| 30D | -11.9% | -5.2% | -6.7% | -12.1% |
| 3M | +1.8% | +8.2% | -6.3% | +2.0% |
| 6M | -0.6% | -12.0% | +11.4% | -1.2% |
| YTD | +5.5% | -18.9% | +24.4% | +4.5% |
| 1Y | +15.0% | -23.6% | +38.6% | +13.7% |
| 3Y | +269.5% | -37.6% | +307.1% | +263.0% |
| 5Y | +422.4% | -25.2% | +447.6% | +357.3% |
| All | +422.4% | -25.0% | +447.5% | +357.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling