+491.5%
GE vs GM
+230.9%
+260.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.3% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -9.5% | -1.8% | -7.7% | -8.9% |
| 3M | +4.1% | +2.6% | +1.5% | +2.5% |
| 6M | +3.9% | +14.6% | -10.6% | -2.4% |
| YTD | +9.0% | +6.2% | +2.8% | +5.2% |
| 1Y | +21.9% | +48.7% | -26.7% | +0.9% |
| 3Y | +281.8% | +168.3% | +113.5% | +129.8% |
| 5Y | +436.7% | +82.8% | +354.0% | +268.6% |
| 10Y | +151.5% | +226.2% | -74.7% | +23.7% |
| All | +491.5% | +230.9% | +260.7% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling