+20.0%
GE vs IR
-1.2%
+21.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.5% |
| 7D | -1.6% | -2.8% | +1.2% | -0.3% |
| 30D | -11.6% | -15.1% | +3.6% | -4.6% |
| 3M | +3.0% | +6.1% | -3.0% | -0.9% |
| 6M | -0.5% | -16.8% | +16.3% | +5.0% |
| YTD | +9.7% | -3.5% | +13.3% | +11.8% |
| 1Y | +20.0% | -3.5% | +23.5% | +23.0% |
| All | +20.0% | -1.2% | +21.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling