+147.5%
GE vs GM
+240.0%
-92.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.0% | -2.4% | -1.6% | -3.0% |
| 30D | -11.4% | -1.1% | -10.3% | -11.1% |
| 3M | -2.6% | +6.1% | -8.7% | -5.7% |
| 6M | -0.3% | +15.0% | -15.3% | -6.8% |
| YTD | +5.4% | +6.0% | -0.6% | +1.5% |
| 1Y | +15.5% | +47.1% | -31.6% | -4.7% |
| 3Y | +260.8% | +170.5% | +90.3% | +108.9% |
| 5Y | +421.6% | +80.5% | +341.2% | +251.7% |
| All | +147.5% | +240.0% | -92.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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