+266.1%
GE vs GM
+231.6%
+34.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.7% | -0.2% | +2.8% | +2.7% |
| 30D | +8.1% | +3.6% | +4.5% | +7.1% |
| 3M | -7.9% | -0.2% | -7.6% | -8.0% |
| 6M | +12.9% | +13.9% | -1.0% | +9.1% |
| YTD | +8.2% | +6.5% | +1.7% | +5.7% |
| 1Y | +9.7% | +20.7% | -11.0% | +4.8% |
| 3Y | +266.1% | +229.5% | +36.6% | +204.5% |
| All | +266.1% | +231.6% | +34.5% | +204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling