+8.9%
GE vs IT
-17.9%
+26.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +2.8% |
| 7D | +9.4% | -5.5% | +14.9% | +9.1% |
| 30D | +7.5% | +10.3% | -2.8% | +8.3% |
| 3M | -12.5% | +11.5% | -24.1% | -11.7% |
| 6M | +17.8% | +40.3% | -22.5% | +21.5% |
| YTD | +7.4% | -17.9% | +25.3% | +5.3% |
| 1Y | +8.9% | -8.8% | +17.7% | +6.6% |
| All | +8.9% | -17.9% | +26.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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