+422.4%
GE vs GM
+84.5%
+337.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | -2.8% | -1.1% | -1.7% | -2.5% |
| 30D | -11.9% | -3.4% | -8.5% | -11.0% |
| 3M | +1.8% | +8.7% | -6.9% | -1.2% |
| 6M | -0.6% | +15.4% | -16.0% | -5.4% |
| YTD | +5.5% | +6.6% | -1.1% | +2.6% |
| 1Y | +15.0% | +51.5% | -36.5% | -0.6% |
| 3Y | +269.5% | +169.3% | +100.2% | +147.9% |
| 5Y | +422.4% | +81.6% | +340.9% | +282.9% |
| All | +422.4% | +84.5% | +337.9% | +282.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling