+436.6%
GE vs IR
+45.6%
+390.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.1% |
| 30D | -11.6% | -15.1% | +3.6% | -3.7% |
| 3M | +3.0% | +6.1% | -3.0% | -0.9% |
| 6M | -0.5% | -16.8% | +16.3% | +8.6% |
| YTD | +9.7% | -3.5% | +13.3% | +10.4% |
| 1Y | +20.0% | -3.5% | +23.5% | +20.1% |
| 3Y | +275.8% | +9.5% | +266.4% | +234.4% |
| All | +436.6% | +45.6% | +390.9% | +286.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling