+147.8%
GE vs IT
+92.9%
+54.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.8% | -12.7% | +9.9% | +1.1% |
| 30D | -11.9% | -8.9% | -3.0% | -9.9% |
| 3M | +1.8% | +10.1% | -8.3% | -3.8% |
| 6M | -0.6% | +7.3% | -7.9% | -6.7% |
| YTD | +5.5% | -32.4% | +37.9% | +15.4% |
| 1Y | +15.0% | -26.6% | +41.6% | +20.6% |
| 3Y | +269.5% | -51.8% | +321.4% | +345.8% |
| 5Y | +422.4% | -45.6% | +468.0% | +479.1% |
| All | +147.8% | +92.9% | +54.9% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling