+2,883.5%
GE vs GIS
+1,507.8%
+1,375.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.9% |
| 7D | -1.6% | -7.8% | +6.3% | +1.0% |
| 30D | -11.6% | +6.6% | -18.1% | -13.7% |
| 3M | +3.0% | +21.0% | -18.0% | -4.4% |
| 6M | -0.5% | -9.1% | +8.5% | +1.6% |
| YTD | +9.7% | -13.6% | +23.4% | +13.4% |
| 1Y | +20.0% | -18.0% | +38.1% | +25.8% |
| 3Y | +275.8% | -33.7% | +309.5% | +314.0% |
| 5Y | +429.1% | -19.4% | +448.5% | +427.4% |
| 10Y | +151.2% | -21.3% | +172.4% | +141.0% |
| All | +2,883.5% | +1,507.8% | +1,375.7% | +632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling